+1,864.0%
CVS vs PAYX
+35,385.9%
-33,521.9%
-64.1%
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% | -0.8% |
| 7D | -2.2% | -4.9% | +2.7% | -1.1% |
| 30D | -0.1% | -3.8% | +3.7% | +0.7% |
| 3M | -5.2% | +17.9% | -23.1% | -8.9% |
| 6M | +26.9% | +26.1% | +0.8% | +19.8% |
| YTD | +22.1% | +6.7% | +15.3% | +19.2% |
| 1Y | +30.8% | -10.7% | +41.5% | +32.8% |
| 3Y | +54.4% | +7.0% | +47.4% | +49.7% |
| 5Y | +33.4% | +22.6% | +10.7% | +24.7% |
| 10Y | +40.8% | +166.5% | -125.7% | +11.2% |
| All | +1,864.0% | +35,385.9% | -33,521.9% | +818.2% |
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