+1,206.3%
PAYX vs CCI
+879.5%
+326.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -7.9% | -4.4% | -3.5% | -7.1% |
| 30D | -5.0% | +0.3% | -5.4% | -5.1% |
| 3M | +15.1% | -20.0% | +35.1% | +20.0% |
| 6M | +23.9% | -14.5% | +38.4% | +27.3% |
| YTD | +6.2% | -14.9% | +21.0% | +8.9% |
| 1Y | -9.6% | -17.7% | +8.0% | -6.8% |
| 3Y | +5.8% | -12.4% | +18.2% | +7.0% |
| 5Y | +22.0% | -50.1% | +72.1% | +36.6% |
| 10Y | +165.1% | +20.4% | +144.7% | +155.9% |
| All | +1,206.3% | +879.5% | +326.8% | +629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling