+326.8%
CFG vs PAYC
+1,221.7%
-894.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | +0.7% | -9.5% | +10.2% | +3.2% |
| 30D | +2.8% | +2.5% | +0.3% | +2.0% |
| 3M | -10.1% | +11.7% | -21.8% | -12.9% |
| 6M | +3.2% | +74.6% | -71.4% | -12.6% |
| YTD | +14.2% | +50.4% | -36.2% | -0.4% |
| 1Y | +27.4% | +44.0% | -16.6% | +12.4% |
| 3Y | +187.6% | +42.5% | +145.1% | +149.0% |
| 5Y | +65.7% | -50.3% | +116.0% | +79.1% |
| 10Y | +219.7% | +521.2% | -301.5% | +99.1% |
| All | +326.8% | +1,221.7% | -894.8% | +148.0% |
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