+158.6%
CNP vs PAYC
+1,266.0%
-1,107.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -3.0% | -9.5% | +6.5% | -1.8% |
| 30D | +6.8% | +2.5% | +4.4% | +6.4% |
| 3M | +3.6% | +11.7% | -8.0% | +1.8% |
| 6M | 0.0% | +74.6% | -74.6% | -8.3% |
| YTD | +9.4% | +50.4% | -41.0% | +1.9% |
| 1Y | +6.8% | +44.0% | -37.2% | +0.1% |
| 3Y | +64.2% | +42.5% | +21.7% | +50.9% |
| 5Y | +76.0% | -50.3% | +126.3% | +83.4% |
| 10Y | +143.3% | +521.2% | -377.9% | +87.9% |
| All | +158.6% | +1,266.0% | -1,107.4% | +91.6% |
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