+35,385.9%
PAYX vs CGNX
+12,871.6%
+22,514.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.2% |
| 7D | -4.9% | +3.2% | -8.0% | -5.4% |
| 30D | -3.8% | +6.0% | -9.8% | -5.0% |
| 3M | +17.9% | +3.5% | +14.3% | +16.0% |
| 6M | +26.1% | +26.3% | -0.2% | +19.1% |
| YTD | +6.7% | +79.2% | -72.5% | -6.9% |
| 1Y | -10.7% | +43.8% | -54.5% | -19.5% |
| 3Y | +7.0% | +52.0% | -45.0% | -7.2% |
| 5Y | +22.6% | -24.0% | +46.7% | +18.7% |
| 10Y | +166.5% | +189.1% | -22.6% | +99.1% |
| All | +35,385.9% | +12,871.6% | +22,514.3% | +15,187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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