-21.6%
CPB vs PAYC
+1,328.5%
-1,350.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.6% | +4.9% | -6.4% | -1.8% |
| 30D | +19.2% | +4.1% | +15.1% | +19.0% |
| 3M | -1.0% | +11.5% | -12.4% | -1.5% |
| 6M | +15.2% | +85.3% | -70.1% | +11.6% |
| YTD | -13.1% | +57.3% | -70.4% | -15.4% |
| 1Y | -22.4% | +52.6% | -75.0% | -24.4% |
| 3Y | -35.3% | +48.3% | -83.6% | -36.9% |
| 5Y | -33.0% | -47.8% | +14.8% | -33.0% |
| 10Y | -39.2% | +515.9% | -555.0% | -46.7% |
| All | -21.6% | +1,328.5% | -1,350.1% | -35.0% |
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