+24.1%
CMS vs PAYC
-53.3%
+77.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.8% |
| 7D | +1.2% | -7.9% | +9.1% | +1.6% |
| 30D | -3.2% | +2.1% | -5.3% | -3.3% |
| 3M | -2.2% | +61.8% | -64.0% | -4.9% |
| 6M | -9.4% | +59.9% | -69.4% | -12.0% |
| YTD | +0.7% | +38.5% | -37.8% | -1.4% |
| 1Y | +0.4% | -1.4% | +1.7% | +0.4% |
| 3Y | +35.2% | -21.0% | +56.2% | +35.5% |
| 5Y | +24.1% | -52.9% | +77.0% | +21.9% |
| All | +24.1% | -53.3% | +77.4% | +21.9% |
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