+19.6%
CME vs PAYC
+46.2%
-26.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | +4.8% | +2.0% | +2.8% | +4.7% |
| 30D | +14.2% | +18.8% | -4.6% | +12.9% |
| 3M | +17.9% | +53.2% | -35.3% | +15.3% |
| 6M | +7.2% | +103.7% | -96.4% | +3.0% |
| YTD | +16.7% | +69.5% | -52.7% | +9.8% |
| 1Y | +19.6% | +48.8% | -29.2% | +11.1% |
| All | +19.6% | +46.2% | -26.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling