+20,084.6%
CPRT vs PAYX
+7,576.0%
+12,508.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -8.4% | -7.9% | -0.5% | -6.1% |
| 30D | +4.6% | -5.0% | +9.6% | +6.2% |
| 3M | -1.9% | +15.1% | -17.1% | -6.2% |
| 6M | -15.3% | +23.9% | -39.2% | -21.0% |
| YTD | -21.5% | +6.2% | -27.6% | -23.2% |
| 1Y | -36.6% | -9.6% | -27.0% | -34.9% |
| 3Y | -31.2% | +5.8% | -37.0% | -33.2% |
| 5Y | -14.1% | +22.0% | -36.1% | -20.0% |
| 10Y | +391.9% | +165.1% | +226.8% | +269.3% |
| All | +20,084.6% | +7,576.0% | +12,508.5% | +9,354.2% |
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