+158.3%
CIEN vs PAYX
+2,464.0%
-2,305.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +5.4% | -7.9% | +13.3% | +10.3% |
| 30D | -13.7% | -5.0% | -8.6% | -11.6% |
| 3M | -23.0% | +15.1% | -38.1% | -31.4% |
| 6M | -0.8% | +23.9% | -24.8% | -17.5% |
| YTD | +43.1% | +6.2% | +36.9% | +28.1% |
| 1Y | +157.6% | -9.6% | +167.3% | +152.5% |
| 3Y | +593.8% | +5.8% | +588.0% | +500.4% |
| 5Y | +520.6% | +22.0% | +498.6% | +384.0% |
| 10Y | +1,444.6% | +165.1% | +1,279.5% | +594.9% |
| All | +158.3% | +2,464.0% | -2,305.6% | -70.6% |
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 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