+4,569.6%
COP vs PAYX
+35,064.1%
-30,494.5%
-70.7%
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% | +1.5% |
| 7D | -0.5% | -7.5% | +7.0% | +1.2% |
| 30D | +11.7% | -5.3% | +17.0% | +12.9% |
| 3M | +17.7% | +15.6% | +2.1% | +13.4% |
| 6M | +18.3% | +19.5% | -1.2% | +12.9% |
| YTD | +49.1% | +5.8% | +43.3% | +46.0% |
| 1Y | +53.3% | -10.9% | +64.2% | +56.0% |
| 3Y | +22.2% | +5.4% | +16.7% | +18.9% |
| 5Y | +193.3% | +20.4% | +172.9% | +175.5% |
| 10Y | +340.2% | +164.1% | +176.1% | +253.8% |
| All | +4,569.6% | +35,064.1% | -30,494.5% | +2,270.9% |
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