-7.5%
PAYX vs CCJ
+31.2%
-38.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -4.2% | +0.7% | -4.9% | -4.1% |
| 30D | +2.9% | +6.9% | -4.0% | +3.8% |
| 3M | +23.6% | -11.6% | +35.3% | +23.1% |
| 6M | +30.0% | -16.2% | +46.3% | +29.7% |
| YTD | +12.2% | +10.1% | +2.1% | +13.1% |
| 1Y | -7.5% | +32.3% | -39.7% | -4.9% |
| All | -7.5% | +31.2% | -38.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling