+253.5%
CP vs PAYC
+1,262.3%
-1,008.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -0.8% |
| 7D | +2.8% | -10.2% | +13.0% | +4.6% |
| 30D | +10.2% | +6.1% | +4.1% | +9.0% |
| 3M | +2.4% | +10.1% | -7.7% | +0.5% |
| 6M | +7.7% | +88.6% | -81.0% | -4.6% |
| YTD | +26.0% | +50.0% | -24.0% | +15.4% |
| 1Y | +34.6% | +46.1% | -11.4% | +23.9% |
| 3Y | +26.7% | +51.2% | -24.5% | +13.2% |
| 5Y | +24.9% | -51.7% | +76.6% | +32.0% |
| 10Y | +258.6% | +467.4% | -208.7% | +150.7% |
| All | +253.5% | +1,262.3% | -1,008.8% | +128.8% |
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 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