+23.4%
CVE vs PAYC
+1,335.2%
-1,311.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.0% | -1.3% |
| 7D | -14.1% | -4.1% | -10.0% | -13.4% |
| 30D | -11.6% | +12.4% | -24.0% | -14.0% |
| 3M | 0.0% | +43.3% | -43.2% | -8.3% |
| 6M | -8.4% | +90.7% | -99.1% | -21.9% |
| YTD | +65.9% | +58.0% | +7.9% | +46.3% |
| 1Y | +69.4% | +37.4% | +32.0% | +53.9% |
| 3Y | +55.9% | +61.1% | -5.2% | +32.7% |
| 5Y | +146.2% | -49.1% | +195.2% | +161.5% |
| 10Y | +140.6% | +497.7% | -357.1% | +57.1% |
| All | +23.4% | +1,335.2% | -1,311.8% | -29.7% |
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