+86.2%
CVS vs PAYC
+1,229.9%
-1,143.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.1% |
| 7D | +4.0% | -2.9% | +6.8% | +4.3% |
| 30D | -2.4% | +32.8% | -35.2% | -5.6% |
| 3M | +2.7% | +69.3% | -66.6% | -3.5% |
| 6M | +21.9% | +74.0% | -52.1% | +13.8% |
| YTD | +24.7% | +46.4% | -21.7% | +18.6% |
| 1Y | +35.4% | +4.2% | +31.3% | +33.7% |
| 3Y | +65.2% | -19.7% | +84.9% | +64.2% |
| 5Y | +30.5% | -52.0% | +82.6% | +34.5% |
| 10Y | +40.4% | +356.9% | -316.5% | +12.8% |
| All | +86.2% | +1,229.9% | -1,143.7% | +38.6% |
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