+9.0%
PAYX vs CASY
+266.7%
-257.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -1.2% | +3.6% | -4.7% | -1.8% |
| 30D | +7.8% | +9.1% | -1.2% | +6.1% |
| 3M | -6.8% | -16.5% | +9.7% | -3.8% |
| 6M | +31.3% | -19.7% | +51.0% | +36.2% |
| YTD | +7.7% | +29.3% | -21.5% | -1.5% |
| 1Y | +8.1% | +33.1% | -25.0% | -2.1% |
| 3Y | +12.2% | +158.5% | -146.3% | -18.2% |
| All | +9.0% | +266.7% | -257.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling