+23.6%
PAYX vs CHRW
+90.8%
-67.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.9% | +3.5% | -8.3% | -5.5% |
| 30D | -3.8% | +4.6% | -8.4% | -4.7% |
| 3M | +17.9% | -19.7% | +37.6% | +22.2% |
| 6M | +26.1% | -12.4% | +38.5% | +27.9% |
| YTD | +6.7% | -3.9% | +10.6% | +5.7% |
| 1Y | -10.7% | +18.4% | -29.1% | -16.1% |
| 3Y | +7.0% | +88.8% | -81.9% | -12.4% |
| All | +23.6% | +90.8% | -67.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling