+683.5%
CLF vs PAYX
+35,732.2%
-35,048.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.3% |
| 7D | +6.5% | -6.9% | +13.4% | +9.1% |
| 30D | +0.2% | -2.6% | +2.8% | +0.9% |
| 3M | -3.1% | +19.4% | -22.5% | -9.7% |
| 6M | +25.0% | +18.7% | +6.4% | +16.1% |
| YTD | -7.5% | +7.8% | -15.2% | -11.5% |
| 1Y | +11.5% | -9.9% | +21.4% | +13.5% |
| 3Y | -13.7% | +7.4% | -21.1% | -17.8% |
| 5Y | -47.0% | +21.8% | -68.8% | -51.2% |
| 10Y | +116.3% | +161.3% | -45.0% | +58.6% |
| All | +683.5% | +35,732.2% | -35,048.7% | +262.6% |
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