+239.9%
CMS vs PAYC
+1,262.3%
-1,022.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -0.9% |
| 7D | -0.5% | -10.2% | +9.7% | +0.3% |
| 30D | +7.2% | +6.1% | +1.0% | +6.6% |
| 3M | -1.3% | +10.1% | -11.3% | -2.1% |
| 6M | -4.3% | +88.6% | -93.0% | -9.8% |
| YTD | +2.1% | +50.0% | -47.9% | -2.1% |
| 1Y | -0.6% | +46.1% | -46.7% | -4.5% |
| 3Y | +38.0% | +51.2% | -13.1% | +30.8% |
| 5Y | +33.6% | -51.7% | +85.3% | +37.1% |
| 10Y | +128.6% | +467.4% | -338.8% | +100.2% |
| All | +239.9% | +1,262.3% | -1,022.3% | +188.5% |
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