+250.5%
CP vs PAYC
+1,229.9%
-979.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | +0.2% | +32.8% | -32.6% | -5.0% |
| 3M | +2.6% | +69.3% | -66.7% | -7.0% |
| 6M | +6.0% | +74.0% | -68.0% | -5.0% |
| YTD | +24.9% | +46.4% | -21.5% | +15.1% |
| 1Y | +20.1% | +4.2% | +15.9% | +17.5% |
| 3Y | +16.4% | -19.7% | +36.1% | +14.9% |
| 5Y | +31.7% | -52.0% | +83.8% | +39.3% |
| 10Y | +223.9% | +356.9% | -133.0% | +132.1% |
| All | +250.5% | +1,229.9% | -979.3% | +128.2% |
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