+6,548.9%
CB vs PAYX
+11,291.9%
-4,743.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.2% |
| 7D | -0.6% | -6.9% | +6.3% | +1.6% |
| 30D | -3.9% | -2.6% | -1.3% | -3.2% |
| 3M | +4.9% | +19.4% | -14.5% | -0.8% |
| 6M | +3.3% | +18.7% | -15.4% | -2.6% |
| YTD | +8.5% | +7.8% | +0.7% | +5.0% |
| 1Y | +22.1% | -9.9% | +31.9% | +24.6% |
| 3Y | +70.1% | +7.4% | +62.7% | +63.1% |
| 5Y | +97.4% | +21.8% | +75.6% | +80.3% |
| 10Y | +216.8% | +161.3% | +55.6% | +130.3% |
| All | +6,548.9% | +11,291.9% | -4,743.0% | +2,735.7% |
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