+6.4%
PAYX vs CASY
+163.1%
-156.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.9% | -17.2% | +9.3% | -6.3% |
| 30D | -5.0% | -24.4% | +19.3% | -2.7% |
| 3M | +15.1% | -31.4% | +46.5% | +19.0% |
| 6M | +23.9% | -8.9% | +32.8% | +23.5% |
| YTD | +6.2% | +13.8% | -7.7% | +2.1% |
| 1Y | -9.6% | +17.0% | -26.6% | -13.6% |
| All | +6.4% | +163.1% | -156.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling