+378.7%
CIEN vs PAYC
-47.7%
+426.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | +27.4% | -0.5% | +27.8% | +27.4% |
| 30D | -26.6% | +5.2% | -31.7% | -27.2% |
| 3M | -32.0% | +18.0% | -49.9% | -33.7% |
| 6M | -49.1% | +81.6% | -130.7% | -54.3% |
| YTD | +25.7% | +57.3% | -31.6% | +15.3% |
| 1Y | +40.3% | +49.8% | -9.5% | +30.2% |
| 3Y | +566.2% | +49.0% | +517.2% | +507.1% |
| 5Y | +378.7% | -47.8% | +426.6% | +432.6% |
| All | +378.7% | -47.7% | +426.4% | +432.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling