+150.5%
PAYX vs CLBK
+65.6%
+84.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -7.9% | -1.4% | -6.5% | -7.5% |
| 30D | -5.0% | +4.5% | -9.6% | -6.5% |
| 3M | +15.1% | +22.8% | -7.7% | +7.6% |
| 6M | +23.9% | +43.4% | -19.5% | +9.9% |
| YTD | +6.2% | +64.1% | -57.9% | -10.2% |
| 1Y | -9.6% | +67.6% | -77.2% | -24.4% |
| 3Y | +5.8% | +53.3% | -47.4% | -11.8% |
| 5Y | +22.0% | +44.8% | -22.9% | -3.3% |
| All | +150.5% | +65.6% | +84.9% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling