+1,338.7%
CIEN vs PAYC
+1,328.5%
+10.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | +4.9% | +10.4% | +14.2% |
| 30D | -22.0% | +4.1% | -26.1% | -22.8% |
| 3M | -36.6% | +11.5% | -48.1% | -38.4% |
| 6M | -51.5% | +85.3% | -136.7% | -58.7% |
| YTD | +20.0% | +57.3% | -37.3% | +4.3% |
| 1Y | +44.5% | +52.6% | -8.1% | +26.4% |
| 3Y | +539.0% | +48.3% | +490.8% | +451.0% |
| 5Y | +356.8% | -47.8% | +404.7% | +386.4% |
| 10Y | +1,190.4% | +515.9% | +674.6% | +656.5% |
| All | +1,338.7% | +1,328.5% | +10.1% | +633.6% |
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 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