-34.8%
CLF vs PAYC
+1,262.3%
-1,297.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.1% | +6.8% | +3.2% |
| 7D | -19.6% | -10.2% | -9.4% | -16.8% |
| 30D | -5.0% | +6.1% | -11.1% | -7.0% |
| 3M | -6.3% | +10.1% | -16.4% | -9.6% |
| 6M | +2.8% | +88.6% | -85.9% | -18.8% |
| YTD | -13.7% | +50.0% | -63.7% | -27.4% |
| 1Y | +13.6% | +46.1% | -32.5% | -3.8% |
| 3Y | -34.0% | +51.2% | -85.1% | -46.7% |
| 5Y | -48.7% | -51.7% | +2.9% | -42.9% |
| 10Y | +113.4% | +467.4% | -353.9% | +15.9% |
| All | -34.8% | +1,262.3% | -1,297.0% | -70.5% |
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