+122.2%
CMS vs PAYC
+329.2%
-207.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.2% | -8.7% | +8.9% | +1.0% |
| 30D | -1.3% | +1.2% | -2.5% | -1.5% |
| 3M | -5.4% | +58.6% | -64.0% | -10.2% |
| 6M | -10.3% | +56.6% | -67.0% | -15.0% |
| YTD | -0.2% | +36.2% | -36.5% | -4.2% |
| 1Y | -0.9% | -2.2% | +1.3% | -1.4% |
| 3Y | +34.0% | -22.3% | +56.3% | +33.6% |
| 5Y | +23.6% | -53.9% | +77.4% | +29.0% |
| 10Y | +122.2% | +347.5% | -225.3% | +77.1% |
| All | +122.2% | +329.2% | -207.0% | +77.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling