+2,099.3%
PAYX vs CHRW
+4,244.2%
-2,144.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.4% |
| 7D | -6.9% | +1.9% | -8.9% | -7.5% |
| 30D | -2.6% | +0.9% | -3.5% | -3.0% |
| 3M | +19.4% | -19.9% | +39.3% | +26.6% |
| 6M | +18.7% | -15.8% | +34.5% | +23.1% |
| YTD | +7.8% | -5.6% | +13.4% | +6.9% |
| 1Y | -9.9% | +21.0% | -30.9% | -18.3% |
| 3Y | +7.4% | +86.0% | -78.6% | -18.3% |
| 5Y | +21.8% | +88.6% | -66.8% | -9.6% |
| 10Y | +161.3% | +169.3% | -8.0% | +67.4% |
| All | +2,099.3% | +4,244.2% | -2,144.9% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling