+238.9%
CRM vs PAYX
+167.8%
+71.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | -4.4% | -4.9% | +0.4% | -1.1% |
| 30D | +28.1% | -3.8% | +31.9% | +31.9% |
| 3M | +48.8% | +17.9% | +31.0% | +34.2% |
| 6M | +28.3% | +26.1% | +2.2% | +11.1% |
| YTD | -6.0% | +6.7% | -12.8% | -9.3% |
| 1Y | +1.4% | -10.7% | +12.2% | +9.2% |
| 3Y | +11.8% | +7.0% | +4.9% | +4.2% |
| 5Y | -2.0% | +22.6% | -24.6% | -15.8% |
| All | +238.9% | +167.8% | +71.1% | +88.1% |
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