+1,325.8%
CRWD vs PAYX
+66.1%
+1,259.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.3% |
| 7D | -3.0% | -4.9% | +1.9% | -0.5% |
| 30D | -6.8% | -3.8% | -3.0% | -4.9% |
| 3M | +19.6% | +17.9% | +1.7% | +9.0% |
| 6M | +87.1% | +26.1% | +61.0% | +64.6% |
| YTD | +76.4% | +6.7% | +69.7% | +68.8% |
| 1Y | +90.8% | -10.7% | +101.6% | +99.0% |
| 3Y | +380.0% | +7.0% | +373.0% | +342.9% |
| 5Y | +215.6% | +22.6% | +193.0% | +178.4% |
| All | +1,325.8% | +66.1% | +1,259.7% | +1,123.9% |
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