-52.3%
PAYC vs CASY
+250.1%
-302.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.0% |
| 7D | -10.2% | +1.1% | -11.3% | -10.4% |
| 30D | +6.1% | +8.7% | -2.5% | +4.0% |
| 3M | +10.1% | -17.3% | +27.4% | +14.7% |
| 6M | +88.6% | -19.7% | +108.4% | +96.6% |
| YTD | +50.0% | +24.8% | +25.2% | +32.4% |
| 1Y | +46.1% | +31.9% | +14.2% | +26.0% |
| 3Y | +51.2% | +155.4% | -104.2% | -6.5% |
| All | -52.3% | +250.1% | -302.5% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 5y: compounded portfolio wealth divided by compounded CASY 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…
5y analysis · Full analysis span regression · 6 months rolling