+97.4%
PAYC vs CLBK
+66.9%
+30.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -7.9% | +1.1% | -9.0% | -8.3% |
| 30D | +2.1% | +7.8% | -5.6% | -1.0% |
| 3M | +61.8% | +23.9% | +37.9% | +48.1% |
| 6M | +59.9% | +42.3% | +17.6% | +37.9% |
| YTD | +38.5% | +65.4% | -26.9% | +11.8% |
| 1Y | -1.4% | +70.3% | -71.7% | -21.7% |
| 3Y | -21.0% | +54.5% | -75.5% | -36.8% |
| 5Y | -52.9% | +43.1% | -96.0% | -64.2% |
| All | +97.4% | +66.9% | +30.5% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling