+19,339.2%
CMI vs PAYX
+35,385.9%
-16,046.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | -4.9% | +4.1% | +0.8% |
| 30D | -12.4% | -3.8% | -8.6% | -11.5% |
| 3M | -14.8% | +17.9% | -32.6% | -20.0% |
| 6M | +0.8% | +26.1% | -25.3% | -8.2% |
| YTD | +10.2% | +6.7% | +3.4% | +5.4% |
| 1Y | +37.4% | -10.7% | +48.2% | +38.8% |
| 3Y | +153.3% | +7.0% | +146.3% | +139.1% |
| 5Y | +167.6% | +22.6% | +145.0% | +140.2% |
| 10Y | +514.4% | +166.5% | +347.8% | +328.4% |
| All | +19,339.2% | +35,385.9% | -16,046.7% | +7,284.0% |
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