-27.3%
CPB vs PAYC
+1,229.9%
-1,257.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -3.2% |
| 7D | -8.6% | -2.9% | -5.7% | -8.5% |
| 30D | -7.2% | +32.8% | -40.0% | -8.6% |
| 3M | +0.9% | +69.3% | -68.4% | -1.8% |
| 6M | -11.8% | +74.0% | -85.8% | -14.3% |
| YTD | -19.4% | +46.4% | -65.8% | -21.2% |
| 1Y | -30.4% | +4.2% | -34.5% | -31.1% |
| 3Y | -40.2% | -19.7% | -20.4% | -40.6% |
| 5Y | -39.5% | -52.0% | +12.5% | -39.3% |
| 10Y | -47.4% | +356.9% | -404.3% | -53.3% |
| All | -27.3% | +1,229.9% | -1,257.1% | -39.5% |
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