+92.1%
CNH vs PAYC
+1,229.9%
-1,137.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +4.9% |
| 7D | +23.3% | -2.9% | +26.2% | +24.0% |
| 30D | +33.5% | +32.8% | +0.7% | +24.3% |
| 3M | +32.7% | +69.3% | -36.6% | +16.3% |
| 6M | +22.2% | +74.0% | -51.8% | +5.2% |
| YTD | +57.7% | +46.4% | +11.3% | +40.9% |
| 1Y | +28.0% | +4.2% | +23.8% | +24.1% |
| 3Y | +11.5% | -19.7% | +31.3% | +10.3% |
| 5Y | +11.9% | -52.0% | +63.9% | +20.8% |
| 10Y | +162.8% | +356.9% | -194.1% | +79.9% |
| All | +92.1% | +1,229.9% | -1,137.8% | +21.5% |
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