+164.0%
PAYX vs CBOE
+368.5%
-204.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.2% |
| 7D | -4.9% | -5.8% | +1.0% | -3.1% |
| 30D | -3.8% | -3.1% | -0.6% | -3.0% |
| 3M | +17.9% | -4.8% | +22.6% | +18.9% |
| 6M | +26.1% | -0.6% | +26.6% | +23.9% |
| YTD | +6.7% | +12.8% | -6.1% | +0.4% |
| 1Y | -10.7% | +19.8% | -30.5% | -17.9% |
| 3Y | +7.0% | +86.9% | -80.0% | -17.6% |
| 5Y | +22.6% | +136.5% | -113.9% | -14.5% |
| All | +164.0% | +368.5% | -204.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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