+5,760.6%
CRM vs PAYX
+541.7%
+5,218.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.5% |
| 7D | -4.4% | -4.9% | +0.4% | -0.7% |
| 30D | +28.1% | -3.8% | +31.9% | +32.4% |
| 3M | +48.8% | +17.9% | +31.0% | +31.9% |
| 6M | +28.3% | +26.1% | +2.2% | +8.4% |
| YTD | -6.0% | +6.7% | -12.8% | -9.8% |
| 1Y | +1.4% | -10.7% | +12.2% | +10.9% |
| 3Y | +11.8% | +7.0% | +4.9% | +2.8% |
| 5Y | -2.0% | +22.6% | -24.6% | -19.2% |
| 10Y | +239.6% | +166.5% | +73.1% | +38.3% |
| All | +5,760.6% | +541.7% | +5,218.9% | +1,108.4% |
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 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