+104.1%
CELH vs PAYX
+468.9%
-364.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | -11.2% | -4.9% | -6.4% | -8.7% |
| 30D | -1.4% | -3.8% | +2.3% | +0.6% |
| 3M | -4.2% | +17.9% | -22.0% | -12.9% |
| 6M | -40.5% | +26.1% | -66.5% | -48.3% |
| YTD | -40.5% | +6.7% | -47.2% | -43.8% |
| 1Y | -53.0% | -10.7% | -42.3% | -50.8% |
| 3Y | -59.1% | +7.0% | -66.0% | -62.3% |
| 5Y | -10.7% | +22.6% | -33.3% | -20.9% |
| 10Y | +3,788.6% | +166.5% | +3,622.1% | +2,321.5% |
| All | +104.1% | +468.9% | -364.8% | -14.1% |
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