+247.0%
CF vs PAYC
+1,262.3%
-1,015.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +1.6% |
| 7D | -3.2% | -10.2% | +7.0% | -1.4% |
| 30D | +4.3% | +6.1% | -1.8% | +2.9% |
| 3M | +2.8% | +10.1% | -7.3% | +0.5% |
| 6M | +0.6% | +88.6% | -88.0% | -12.2% |
| YTD | +56.6% | +50.0% | +6.7% | +41.9% |
| 1Y | +49.6% | +46.1% | +3.5% | +36.2% |
| 3Y | +61.5% | +51.2% | +10.3% | +42.4% |
| 5Y | +124.0% | -51.7% | +175.6% | +137.3% |
| 10Y | +573.2% | +467.4% | +105.8% | +331.3% |
| All | +247.0% | +1,262.3% | -1,015.3% | +102.2% |
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