+175.6%
CNI vs PAYC
+1,137.5%
-961.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +0.9% | -8.7% | +9.6% | +2.2% |
| 30D | -2.1% | +1.2% | -3.3% | -2.4% |
| 3M | +1.8% | +58.6% | -56.8% | -5.8% |
| 6M | +14.8% | +56.6% | -41.8% | +5.8% |
| YTD | +25.4% | +36.2% | -10.9% | +17.8% |
| 1Y | +32.9% | -2.2% | +35.1% | +31.5% |
| 3Y | +20.2% | -22.3% | +42.5% | +19.3% |
| 5Y | +12.2% | -53.9% | +66.0% | +18.4% |
| 10Y | +136.0% | +347.5% | -211.5% | +76.7% |
| All | +175.6% | +1,137.5% | -961.9% | +88.1% |
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