+10.8%
CL vs PAYC
+83.8%
-73.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +2.9% | -1.6% |
| 7D | +1.3% | -10.2% | +11.5% | +2.4% |
| 30D | +11.4% | +6.1% | +5.2% | +11.0% |
| 3M | +4.4% | +10.1% | -5.6% | +3.7% |
| 6M | +10.8% | +88.6% | -77.8% | +4.2% |
| All | +10.8% | +83.8% | -73.0% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling