+441.3%
CMI vs PAYC
+1,137.5%
-696.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +0.7% | -8.7% | +9.4% | +2.0% |
| 30D | -12.3% | +1.2% | -13.4% | -12.6% |
| 3M | -16.8% | +58.6% | -75.4% | -23.3% |
| 6M | +1.5% | +56.6% | -55.1% | -7.0% |
| YTD | +9.8% | +36.2% | -26.4% | +2.7% |
| 1Y | +42.6% | -2.2% | +44.8% | +40.9% |
| 3Y | +151.0% | -22.3% | +173.3% | +149.9% |
| 5Y | +167.0% | -53.9% | +220.9% | +183.4% |
| 10Y | +512.2% | +347.5% | +164.7% | +354.8% |
| All | +441.3% | +1,137.5% | -696.2% | +275.7% |
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