+4,809.2%
CL vs PAYX
+35,064.1%
-30,254.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -2.3% | -7.5% | +5.2% | -0.9% |
| 30D | -5.5% | -5.3% | -0.2% | -4.6% |
| 3M | +0.8% | +15.6% | -14.8% | -1.8% |
| 6M | -4.2% | +19.5% | -23.7% | -7.5% |
| YTD | +13.4% | +5.8% | +7.7% | +11.7% |
| 1Y | +7.1% | -10.9% | +17.9% | +8.7% |
| 3Y | +29.0% | +5.4% | +23.6% | +26.4% |
| 5Y | +28.3% | +20.4% | +7.9% | +21.9% |
| 10Y | +57.3% | +164.1% | -106.8% | +29.5% |
| All | +4,809.2% | +35,064.1% | -30,254.9% | +1,922.5% |
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 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