+1,492.9%
PAYC vs CASY
+1,028.6%
+464.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -9.5% | +5.0% | -14.5% | -11.0% |
| 30D | +2.5% | +8.2% | -5.7% | -0.3% |
| 3M | +11.7% | -18.2% | +29.8% | +18.4% |
| 6M | +74.6% | -18.6% | +93.2% | +82.8% |
| YTD | +50.4% | +26.8% | +23.6% | +31.7% |
| 1Y | +44.0% | +31.6% | +12.4% | +24.1% |
| 3Y | +42.5% | +156.5% | -114.0% | -9.3% |
| 5Y | -50.3% | +258.6% | -308.9% | -72.9% |
| 10Y | +521.2% | +550.3% | -29.1% | +171.9% |
| All | +1,492.9% | +1,028.6% | +464.3% | +601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling