+97.2%
PAYC vs CLBK
+65.5%
+31.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -5.5% | -1.5% | -4.1% | -4.9% |
| 30D | +3.8% | -1.0% | +4.8% | +4.2% |
| 3M | +65.8% | +22.9% | +42.9% | +52.3% |
| 6M | +68.7% | +44.2% | +24.5% | +44.7% |
| YTD | +38.3% | +64.0% | -25.6% | +12.0% |
| 1Y | -2.4% | +65.7% | -68.1% | -21.6% |
| 3Y | -21.5% | +54.1% | -75.6% | -37.2% |
| 5Y | -52.7% | +44.7% | -97.4% | -64.4% |
| All | +97.2% | +65.5% | +31.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling