+51.0%
CL vs PAYX
+167.8%
-116.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.2% | -4.9% | +2.6% | -0.7% |
| 30D | -6.0% | -3.8% | -2.2% | -4.9% |
| 3M | -2.3% | +17.9% | -20.2% | -7.5% |
| 6M | -2.0% | +26.1% | -28.1% | -9.4% |
| YTD | +11.8% | +6.7% | +5.1% | +8.8% |
| 1Y | +5.8% | -10.7% | +16.6% | +9.1% |
| 3Y | +25.9% | +7.0% | +19.0% | +20.3% |
| 5Y | +26.9% | +22.6% | +4.3% | +13.2% |
| All | +51.0% | +167.8% | -116.8% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling