+23.6%
PAYX vs CLBK
+43.5%
-19.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -1.5% | -3.4% | -4.6% |
| 30D | -3.8% | -1.0% | -2.8% | -3.6% |
| 3M | +17.9% | +22.9% | -5.1% | +13.0% |
| 6M | +26.1% | +44.2% | -18.1% | +16.9% |
| YTD | +6.7% | +64.0% | -57.2% | -3.7% |
| 1Y | -10.7% | +65.7% | -76.4% | -19.8% |
| 3Y | +7.0% | +54.1% | -47.1% | -4.0% |
| All | +23.6% | +43.5% | -19.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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