+7.0%
PAYX vs CCJ
+162.5%
-155.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -4.9% | -4.0% | -0.8% | -5.0% |
| 30D | -3.8% | -2.4% | -1.4% | -3.9% |
| 3M | +17.9% | -2.3% | +20.2% | +18.0% |
| 6M | +26.1% | -16.2% | +42.3% | +26.0% |
| YTD | +6.7% | +5.7% | +1.1% | +6.3% |
| 1Y | -10.7% | +21.3% | -32.0% | -11.4% |
| 3Y | +7.0% | +159.4% | -152.4% | +0.4% |
| All | +7.0% | +162.5% | -155.6% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling