+374.9%
CPRT vs PAYX
+167.8%
+207.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -11.2% | -4.9% | -6.3% | -8.6% |
| 30D | +3.3% | -3.8% | +7.1% | +5.4% |
| 3M | -3.6% | +17.9% | -21.4% | -12.7% |
| 6M | -15.8% | +26.1% | -41.8% | -27.2% |
| YTD | -23.5% | +6.7% | -30.2% | -27.2% |
| 1Y | -38.8% | -10.7% | -28.0% | -35.3% |
| 3Y | -33.4% | +7.0% | -40.4% | -38.8% |
| 5Y | -16.4% | +22.6% | -39.0% | -30.1% |
| All | +374.9% | +167.8% | +207.1% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling