-30.2%
CLF vs PAYC
+1,257.3%
-1,287.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +7.1% |
| 7D | -14.1% | -11.1% | -3.0% | -10.9% |
| 30D | -5.5% | +1.8% | -7.4% | -6.4% |
| 3M | 0.0% | +10.2% | -10.2% | -3.6% |
| 6M | +11.3% | +73.5% | -62.3% | -9.4% |
| YTD | -7.7% | +49.4% | -57.1% | -22.2% |
| 1Y | +17.5% | +47.2% | -29.7% | -0.7% |
| 3Y | -25.4% | +44.4% | -69.9% | -38.8% |
| 5Y | -46.0% | -52.1% | +6.1% | -39.6% |
| 10Y | +80.1% | +474.3% | -394.2% | -2.1% |
| All | -30.2% | +1,257.3% | -1,287.5% | -68.4% |
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