+23.6%
PAYX vs CBOE
+136.7%
-113.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.0% |
| 7D | -4.9% | -5.8% | +1.0% | -3.6% |
| 30D | -3.8% | -3.1% | -0.6% | -3.2% |
| 3M | +17.9% | -4.8% | +22.6% | +18.8% |
| 6M | +26.1% | -0.6% | +26.6% | +23.8% |
| YTD | +6.7% | +12.8% | -6.1% | +0.9% |
| 1Y | -10.7% | +19.8% | -30.5% | -17.3% |
| 3Y | +7.0% | +86.9% | -80.0% | -17.9% |
| All | +23.6% | +136.7% | -113.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling