+164.1%
PAYX vs CF
+599.7%
-435.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.4% |
| 7D | -7.5% | -0.8% | -6.6% | -7.3% |
| 30D | -5.3% | +14.3% | -19.6% | -8.0% |
| 3M | +15.6% | +27.9% | -12.2% | +9.6% |
| 6M | +19.5% | +25.5% | -6.1% | +12.3% |
| YTD | +5.8% | +81.2% | -75.4% | -8.5% |
| 1Y | -10.9% | +66.5% | -77.4% | -21.6% |
| 3Y | +5.4% | +76.7% | -71.2% | -10.4% |
| 5Y | +20.4% | +237.8% | -217.4% | -17.6% |
| 10Y | +164.1% | +619.9% | -455.8% | +51.6% |
| All | +164.1% | +599.7% | -435.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling