+10,299.8%
CSX vs PAYX
+35,710.1%
-25,410.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.0% | -1.2% | +7.1% | +6.3% |
| 30D | +7.8% | +7.8% | 0.0% | +5.4% |
| 3M | +4.1% | -6.8% | +10.9% | +5.8% |
| 6M | +17.9% | +31.3% | -13.4% | +8.0% |
| YTD | +44.9% | +7.7% | +37.2% | +39.6% |
| 1Y | +51.1% | +8.1% | +43.1% | +45.4% |
| 3Y | +78.3% | +12.2% | +66.1% | +68.6% |
| 5Y | +58.1% | +8.9% | +49.2% | +50.5% |
| 10Y | +417.9% | +179.0% | +238.9% | +284.3% |
| All | +10,299.8% | +35,710.1% | -25,410.4% | +3,966.5% |
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