+407.9%
CRL vs PAYC
+1,229.9%
-821.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.5% |
| 7D | -1.0% | -2.9% | +1.8% | -0.2% |
| 30D | +10.7% | +32.8% | -22.1% | +0.4% |
| 3M | +55.3% | +69.3% | -14.0% | +29.6% |
| 6M | +60.7% | +74.0% | -13.3% | +32.2% |
| YTD | +44.6% | +46.4% | -1.8% | +25.2% |
| 1Y | +77.7% | +4.2% | +73.6% | +70.5% |
| 3Y | +37.6% | -19.7% | +57.4% | +36.3% |
| 5Y | -35.8% | -52.0% | +16.2% | -28.1% |
| 10Y | +241.7% | +356.9% | -115.2% | +126.6% |
| All | +407.9% | +1,229.9% | -821.9% | +205.5% |
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