+2,021.0%
CLS vs PAYC
+1,257.3%
+763.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.2% | +7.9% |
| 7D | -10.6% | -11.1% | +0.6% | -8.3% |
| 30D | -38.4% | +1.8% | -40.3% | -38.9% |
| 3M | -29.9% | +10.2% | -40.1% | -31.7% |
| 6M | -40.6% | +73.5% | -114.2% | -48.9% |
| YTD | -24.6% | +49.4% | -74.0% | -33.7% |
| 1Y | -30.8% | +47.2% | -78.0% | -38.9% |
| 3Y | +811.7% | +44.4% | +767.3% | +689.5% |
| 5Y | +1,838.4% | -52.1% | +1,890.5% | +1,992.4% |
| 10Y | +1,751.5% | +474.3% | +1,277.2% | +1,188.9% |
| All | +2,021.0% | +1,257.3% | +763.7% | +1,278.6% |
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