+216.7%
CTVA vs PAYX
+67.2%
+149.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -4.5% | -4.9% | +0.3% | -2.4% |
| 30D | +11.3% | -3.8% | +15.1% | +13.1% |
| 3M | +12.3% | +17.9% | -5.6% | +3.5% |
| 6M | +7.2% | +26.1% | -18.9% | -5.2% |
| YTD | +26.0% | +6.7% | +19.3% | +20.3% |
| 1Y | +16.0% | -10.7% | +26.8% | +21.2% |
| 3Y | +73.9% | +7.0% | +66.9% | +61.4% |
| 5Y | +103.8% | +22.6% | +81.2% | +69.1% |
| All | +216.7% | +67.2% | +149.5% | +134.5% |
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