+233.7%
CMS vs PAYC
+1,229.9%
-996.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.1% |
| 7D | +0.4% | -2.9% | +3.2% | +0.6% |
| 30D | -3.6% | +32.8% | -36.4% | -6.1% |
| 3M | -1.9% | +69.3% | -71.2% | -6.5% |
| 6M | -11.0% | +74.0% | -84.9% | -15.5% |
| YTD | +0.2% | +46.4% | -46.2% | -3.6% |
| 1Y | -1.3% | +4.2% | -5.5% | -2.3% |
| 3Y | +35.9% | -19.7% | +55.7% | +35.2% |
| 5Y | +23.1% | -52.0% | +75.1% | +26.3% |
| 10Y | +117.9% | +356.9% | -239.0% | +92.1% |
| All | +233.7% | +1,229.9% | -996.2% | +184.0% |
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