+99.1%
CSGP vs PAYC
+1,229.9%
-1,130.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.2% | -1.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.2% |
| 30D | +2.3% | +32.8% | -30.4% | -7.6% |
| 3M | -8.2% | +69.3% | -77.5% | -23.4% |
| 6M | -35.1% | +74.0% | -109.0% | -46.5% |
| YTD | -54.0% | +46.4% | -100.4% | -60.0% |
| 1Y | -65.3% | +4.2% | -69.5% | -66.5% |
| 3Y | -62.6% | -19.7% | -42.8% | -63.1% |
| 5Y | -64.8% | -52.0% | -12.8% | -60.6% |
| 10Y | +45.1% | +356.9% | -311.8% | -12.2% |
| All | +99.1% | +1,229.9% | -1,130.8% | -1.0% |
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