-38.4%
CPB vs PAYC
-53.3%
+14.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +2.0% |
| 7D | -8.2% | -7.9% | -0.3% | -7.9% |
| 30D | -5.6% | +2.1% | -7.7% | -5.7% |
| 3M | +3.0% | +61.8% | -58.8% | +0.4% |
| 6M | -12.7% | +59.9% | -72.6% | -14.9% |
| YTD | -18.0% | +38.5% | -56.5% | -19.8% |
| 1Y | -31.7% | -1.4% | -30.4% | -32.8% |
| 3Y | -41.0% | -21.0% | -19.9% | -42.0% |
| 5Y | -38.4% | -52.9% | +14.5% | -44.9% |
| All | -38.4% | -53.3% | +14.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling