+58.9%
CNH vs PAYC
+1,328.5%
-1,269.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.0% | +4.9% | -1.8% | +1.9% |
| 30D | -0.6% | +4.1% | -4.7% | -1.6% |
| 3M | +14.6% | +11.5% | +3.2% | +11.5% |
| 6M | +11.8% | +85.3% | -73.5% | -4.6% |
| YTD | +30.4% | +57.3% | -26.8% | +14.4% |
| 1Y | +19.1% | +52.6% | -33.5% | +5.2% |
| 3Y | +30.2% | +48.3% | -18.1% | +14.2% |
| 5Y | -17.8% | -47.8% | +30.0% | -12.9% |
| 10Y | +103.9% | +515.9% | -411.9% | +33.4% |
| All | +58.9% | +1,328.5% | -1,269.7% | -1.3% |
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