+19.1%
CNI vs PAYC
-21.6%
+40.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -0.4% | -5.5% | +5.1% | -0.1% |
| 30D | -2.7% | +3.8% | -6.5% | -2.9% |
| 3M | +3.9% | +65.8% | -61.9% | +1.1% |
| 6M | +16.4% | +68.7% | -52.3% | +12.9% |
| YTD | +25.8% | +38.3% | -12.5% | +23.8% |
| 1Y | +32.4% | -2.4% | +34.8% | +33.8% |
| 3Y | +19.1% | -21.5% | +40.6% | +21.8% |
| All | +19.1% | -21.6% | +40.7% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling