+48.9%
CIEN vs PAYX
+7.8%
+41.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -6.5% |
| 7D | -25.0% | +9.7% | -34.7% | -16.9% |
| 30D | -30.1% | +20.2% | -50.3% | -14.8% |
| 3M | -33.8% | +1.1% | -34.8% | -31.5% |
| 6M | -49.4% | +32.7% | -82.2% | -28.7% |
| YTD | +16.4% | +10.5% | +5.9% | +43.7% |
| 1Y | +48.9% | +8.7% | +40.1% | +80.6% |
| All | +48.9% | +7.8% | +41.1% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling