+143.0%
CDE vs PAYC
+1,137.5%
-994.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.0% |
| 7D | -2.0% | -8.7% | +6.8% | -0.3% |
| 30D | +15.7% | +1.2% | +14.5% | +15.4% |
| 3M | +30.5% | +58.6% | -28.1% | +17.0% |
| 6M | -7.4% | +56.6% | -64.0% | -17.6% |
| YTD | +17.9% | +36.2% | -18.3% | +7.8% |
| 1Y | +46.7% | -2.2% | +48.9% | +43.8% |
| 3Y | +851.3% | -22.3% | +873.6% | +845.6% |
| 5Y | +202.9% | -53.9% | +256.8% | +226.5% |
| 10Y | +58.2% | +347.5% | -289.3% | +43.9% |
| All | +143.0% | +1,137.5% | -994.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling