+6,651.5%
CME vs PAYX
+777.7%
+5,873.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.2% |
| 7D | -0.6% | -7.5% | +6.8% | +3.6% |
| 30D | +4.7% | -5.3% | +10.0% | +7.7% |
| 3M | +7.8% | +15.6% | -7.8% | -1.1% |
| 6M | -11.0% | +19.5% | -30.4% | -20.6% |
| YTD | +4.0% | +5.8% | -1.8% | -1.4% |
| 1Y | +9.1% | -10.9% | +20.0% | +13.7% |
| 3Y | +52.3% | +5.4% | +46.8% | +38.1% |
| 5Y | +76.1% | +20.4% | +55.7% | +42.0% |
| 10Y | +280.6% | +164.1% | +116.5% | +72.4% |
| All | +6,651.5% | +777.7% | +5,873.8% | +1,318.4% |
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