+9.4%
PAYX vs CART
+11.0%
-1.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.5% |
| 7D | -7.5% | -9.5% | +2.0% | -6.4% |
| 30D | -5.3% | -7.8% | +2.4% | -4.4% |
| 3M | +15.6% | +10.4% | +5.2% | +14.2% |
| 6M | +19.5% | +20.1% | -0.6% | +16.7% |
| YTD | +5.8% | +3.7% | +2.1% | +4.4% |
| 1Y | -10.9% | +2.6% | -13.4% | -12.2% |
| All | +9.4% | +11.0% | -1.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling