+795.7%
CRS vs PAYC
+1,158.0%
-362.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -2.1% |
| 7D | -3.1% | -7.9% | +4.8% | -1.0% |
| 30D | -19.6% | +2.1% | -21.7% | -20.2% |
| 3M | -8.1% | +61.8% | -69.9% | -20.9% |
| 6M | +18.6% | +59.9% | -41.4% | +1.2% |
| YTD | +45.9% | +38.5% | +7.4% | +28.8% |
| 1Y | +82.5% | -1.4% | +83.8% | +77.2% |
| 3Y | +648.9% | -21.0% | +669.9% | +632.5% |
| 5Y | +1,438.1% | -52.9% | +1,491.0% | +1,598.6% |
| 10Y | +1,327.0% | +332.8% | +994.2% | +794.2% |
| All | +795.7% | +1,158.0% | -362.3% | +388.5% |
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