+124.6%
CLF vs PAYX
+167.8%
-43.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | -3.5% | -4.9% | +1.3% | -0.3% |
| 30D | -1.6% | -3.8% | +2.2% | +0.4% |
| 3M | -12.0% | +17.9% | -29.9% | -23.0% |
| 6M | +30.0% | +26.1% | +3.9% | +6.8% |
| YTD | -9.2% | +6.7% | -15.9% | -16.5% |
| 1Y | +2.3% | -10.7% | +13.0% | +7.1% |
| 3Y | -14.4% | +7.0% | -21.4% | -24.3% |
| 5Y | -48.3% | +22.6% | -70.9% | -59.3% |
| All | +124.6% | +167.8% | -43.2% | -4.2% |
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