+23,023.2%
CTAS vs PAYX
+35,195.9%
-12,172.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.3% | -7.9% | +6.6% | +1.7% |
| 30D | -3.1% | -5.0% | +2.0% | -1.4% |
| 3M | +10.3% | +15.1% | -4.8% | +4.6% |
| 6M | +1.6% | +23.9% | -22.3% | -6.5% |
| YTD | +6.3% | +6.2% | +0.1% | +3.2% |
| 1Y | -0.5% | -9.6% | +9.2% | +2.3% |
| 3Y | +64.6% | +5.8% | +58.8% | +58.5% |
| 5Y | +106.0% | +22.0% | +84.1% | +88.5% |
| 10Y | +677.5% | +165.1% | +512.4% | +449.1% |
| All | +23,023.2% | +35,195.9% | -12,172.7% | +8,188.0% |
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