+165.0%
CMI vs PAYC
-52.9%
+217.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -0.7% | -5.5% | +4.8% | -0.2% |
| 30D | -12.4% | +3.8% | -16.2% | -12.8% |
| 3M | -14.8% | +65.8% | -80.6% | -20.0% |
| 6M | +0.8% | +68.7% | -67.9% | -6.3% |
| YTD | +10.2% | +38.3% | -28.2% | +5.6% |
| 1Y | +37.4% | -2.4% | +39.8% | +39.9% |
| 3Y | +153.3% | -21.5% | +174.8% | +161.1% |
| All | +165.0% | -52.9% | +217.9% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling