+35,195.9%
PAYX vs CLX
+2,272.0%
+32,923.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -7.9% | -5.9% | -2.1% | -6.3% |
| 30D | -5.0% | -17.0% | +12.0% | 0.0% |
| 3M | +15.1% | -9.6% | +24.7% | +18.2% |
| 6M | +23.9% | -21.5% | +45.4% | +31.5% |
| YTD | +6.2% | -8.8% | +15.0% | +7.6% |
| 1Y | -9.6% | -24.7% | +15.0% | -3.4% |
| 3Y | +5.8% | -35.6% | +41.5% | +17.1% |
| 5Y | +22.0% | -37.6% | +59.6% | +33.5% |
| 10Y | +165.1% | -2.4% | +167.5% | +143.9% |
| All | +35,195.9% | +2,272.0% | +32,923.9% | +15,169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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