+164.0%
PAYX vs CHRW
+183.1%
-19.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.9% | +3.5% | -8.3% | -5.8% |
| 30D | -3.8% | +4.6% | -8.4% | -5.0% |
| 3M | +17.9% | -19.7% | +37.6% | +24.1% |
| 6M | +26.1% | -12.4% | +38.5% | +28.7% |
| YTD | +6.7% | -3.9% | +10.6% | +5.2% |
| 1Y | -10.7% | +18.4% | -29.1% | -18.3% |
| 3Y | +7.0% | +88.8% | -81.9% | -19.0% |
| 5Y | +22.6% | +93.5% | -70.9% | -10.5% |
| All | +164.0% | +183.1% | -19.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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