+35,195.9%
PAYX vs CAH
+14,391.1%
+20,804.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.8% |
| 7D | -7.9% | -5.1% | -2.9% | -6.6% |
| 30D | -5.0% | -1.8% | -3.3% | -4.7% |
| 3M | +15.1% | +9.4% | +5.8% | +12.1% |
| 6M | +23.9% | +9.2% | +14.7% | +20.3% |
| YTD | +6.2% | +15.7% | -9.5% | +1.0% |
| 1Y | -9.6% | +59.7% | -69.4% | -22.1% |
| 3Y | +5.8% | +178.5% | -172.6% | -23.1% |
| 5Y | +22.0% | +398.3% | -376.3% | -25.8% |
| 10Y | +165.1% | +295.7% | -130.6% | +63.0% |
| All | +35,195.9% | +14,391.1% | +20,804.8% | +10,510.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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