+162.6%
PAYX vs CMS
+120.6%
+42.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -7.9% | -1.3% | -6.6% | -7.3% |
| 30D | -5.0% | -2.8% | -2.3% | -3.7% |
| 3M | +15.1% | -7.1% | +22.2% | +19.6% |
| 6M | +23.9% | -10.0% | +34.0% | +30.2% |
| YTD | +6.2% | -0.9% | +7.1% | +5.5% |
| 1Y | -9.6% | -2.0% | -7.6% | -9.8% |
| 3Y | +5.8% | +33.0% | -27.2% | -12.3% |
| 5Y | +22.0% | +24.3% | -2.3% | +3.8% |
| All | +162.6% | +120.6% | +42.0% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling