-22.7%
PAYC vs CLBK
+51.6%
-74.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -8.7% | -1.5% | -7.3% | -8.3% |
| 30D | +1.2% | +6.7% | -5.5% | -1.0% |
| 3M | +58.6% | +21.2% | +37.5% | +49.1% |
| 6M | +56.6% | +42.0% | +14.6% | +39.7% |
| YTD | +36.2% | +63.3% | -27.0% | +15.7% |
| 1Y | -2.2% | +65.4% | -67.6% | -17.5% |
| All | -22.7% | +51.6% | -74.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling