-69.9%
CPNG vs PAYC
-41.7%
-28.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -1.1% |
| 7D | -6.3% | -7.9% | +1.6% | -3.4% |
| 30D | -8.7% | +2.1% | -10.9% | -9.6% |
| 3M | -2.4% | +61.8% | -64.2% | -20.9% |
| 6M | -22.3% | +59.9% | -82.3% | -37.5% |
| YTD | -37.2% | +38.5% | -75.7% | -46.6% |
| 1Y | -53.0% | -1.4% | -51.6% | -53.9% |
| 3Y | -20.0% | -21.0% | +1.0% | -19.5% |
| 5Y | -52.8% | -52.9% | +0.1% | -44.8% |
| All | -69.9% | -41.7% | -28.2% | -70.2% |
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