+23.6%
PAYX vs CCI
-49.3%
+72.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.3% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | +2.2% | -6.0% | -4.5% |
| 3M | +17.9% | -16.9% | +34.7% | +25.2% |
| 6M | +26.1% | -11.5% | +37.6% | +30.7% |
| YTD | +6.7% | -12.8% | +19.6% | +10.6% |
| 1Y | -10.7% | -17.1% | +6.3% | -5.9% |
| 3Y | +7.0% | -9.6% | +16.6% | +5.5% |
| All | +23.6% | -49.3% | +72.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling