+7.0%
PAYX vs CCI
-10.3%
+17.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | 0.0% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | +2.2% | -6.0% | -4.3% |
| 3M | +17.9% | -16.9% | +34.7% | +22.5% |
| 6M | +26.1% | -11.5% | +37.6% | +29.1% |
| YTD | +6.7% | -12.8% | +19.6% | +9.4% |
| 1Y | -10.7% | -17.1% | +6.3% | -7.4% |
| 3Y | +7.0% | -9.6% | +16.6% | +7.5% |
| All | +7.0% | -10.3% | +17.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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