-44.5%
CPB vs PAYC
+351.9%
-396.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -8.0% | -8.7% | +0.8% | -7.6% |
| 30D | -2.4% | +1.2% | -3.6% | -2.5% |
| 3M | +0.5% | +58.6% | -58.1% | -2.0% |
| 6M | -10.5% | +56.6% | -67.1% | -12.7% |
| YTD | -17.5% | +36.2% | -53.8% | -19.2% |
| 1Y | -31.0% | -2.2% | -28.8% | -31.6% |
| 3Y | -40.6% | -22.3% | -18.3% | -41.0% |
| 5Y | -37.7% | -53.9% | +16.1% | -37.5% |
| All | -44.5% | +351.9% | -396.4% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling