+604.3%
CEG vs PAYX
+9.0%
+595.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -4.8% | -4.9% | +0.1% | -3.8% |
| 30D | +2.3% | -3.8% | +6.1% | +3.0% |
| 3M | +15.6% | +17.9% | -2.3% | +10.2% |
| 6M | -5.0% | +26.1% | -31.1% | -11.8% |
| YTD | -19.0% | +6.7% | -25.8% | -20.7% |
| 1Y | -10.0% | -10.7% | +0.8% | -5.7% |
| 3Y | +163.9% | +7.0% | +157.0% | +147.0% |
| All | +604.3% | +9.0% | +595.3% | +563.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling