+3,458.4%
CLS vs PAYX
+1,166.7%
+2,291.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.0% |
| 7D | +20.1% | -7.5% | +27.6% | +24.3% |
| 30D | +6.0% | -5.3% | +11.3% | +8.4% |
| 3M | -10.3% | +15.6% | -25.9% | -17.9% |
| 6M | +24.5% | +19.5% | +5.0% | +10.8% |
| YTD | +12.9% | +5.8% | +7.1% | +5.2% |
| 1Y | +36.7% | -10.9% | +47.5% | +37.4% |
| 3Y | +1,328.1% | +5.4% | +1,322.7% | +1,183.1% |
| 5Y | +3,682.3% | +20.4% | +3,661.9% | +3,062.6% |
| 10Y | +3,038.3% | +164.1% | +2,874.2% | +1,622.2% |
| All | +3,458.4% | +1,166.7% | +2,291.7% | +904.2% |
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 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