+26,079.9%
CAT vs PAYX
+35,732.2%
-9,652.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +2.1% |
| 7D | +5.6% | -6.9% | +12.5% | +7.6% |
| 30D | -2.3% | -2.6% | +0.3% | -1.8% |
| 3M | -10.0% | +19.4% | -29.4% | -15.3% |
| 6M | +21.2% | +18.7% | +2.6% | +13.4% |
| YTD | +44.4% | +7.8% | +36.7% | +38.3% |
| 1Y | +96.3% | -9.9% | +106.1% | +97.3% |
| 3Y | +203.9% | +7.4% | +196.5% | +188.7% |
| 5Y | +333.5% | +21.8% | +311.7% | +295.3% |
| 10Y | +1,126.0% | +161.3% | +964.8% | +807.5% |
| All | +26,079.9% | +35,732.2% | -9,652.3% | +10,300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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