+35.1%
CMS vs PAYC
-18.2%
+53.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.1% |
| 7D | +0.4% | -2.9% | +3.2% | +0.5% |
| 30D | -3.6% | +32.8% | -36.4% | -4.6% |
| 3M | -1.9% | +69.3% | -71.2% | -3.9% |
| 6M | -11.0% | +74.0% | -84.9% | -12.9% |
| YTD | +0.2% | +46.4% | -46.2% | -1.2% |
| 1Y | -1.3% | +4.2% | -5.5% | -1.0% |
| All | +35.1% | -18.2% | +53.3% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling