-19.4%
PAYX vs CAI
-11.0%
-8.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -7.9% | -5.1% | -2.9% | -7.6% |
| 30D | -5.0% | +3.9% | -8.9% | -5.4% |
| 3M | +15.1% | +40.1% | -25.0% | +12.0% |
| 6M | +23.9% | +29.7% | -5.7% | +20.5% |
| YTD | +6.2% | -10.9% | +17.1% | +6.0% |
| 1Y | -9.6% | -28.0% | +18.4% | -8.2% |
| All | -19.4% | -11.0% | -8.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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