+118.1%
COF vs PAYX
+6.4%
+111.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -5.1% | -4.9% | -0.3% | -3.3% |
| 30D | -6.0% | -3.8% | -2.2% | -4.8% |
| 3M | +14.8% | +17.9% | -3.0% | +6.9% |
| 6M | +15.3% | +26.1% | -10.7% | +3.7% |
| YTD | -13.0% | +6.7% | -19.8% | -15.8% |
| 1Y | -5.7% | -10.7% | +5.0% | -1.2% |
| 3Y | +118.1% | +7.0% | +111.2% | +115.4% |
| All | +118.1% | +6.4% | +111.7% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling