-28.8%
CLF vs PAYC
+1,229.9%
-1,258.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.9% |
| 7D | +7.6% | -2.9% | +10.4% | +8.5% |
| 30D | -1.2% | +32.8% | -33.9% | -10.9% |
| 3M | -13.4% | +69.3% | -82.7% | -28.4% |
| 6M | +15.4% | +74.0% | -58.6% | -6.6% |
| YTD | -5.9% | +46.4% | -52.3% | -19.9% |
| 1Y | +18.8% | +4.2% | +14.7% | +12.9% |
| 3Y | -19.4% | -19.7% | +0.3% | -21.9% |
| 5Y | -47.7% | -52.0% | +4.3% | -41.6% |
| 10Y | +130.4% | +356.9% | -226.5% | +31.4% |
| All | -28.8% | +1,229.9% | -1,258.7% | -67.5% |
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