+37,197.0%
PAYX vs CMS
+457.8%
+36,739.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | +2.9% | -3.6% | +6.5% | +3.9% |
| 3M | +23.6% | -1.9% | +25.5% | +24.2% |
| 6M | +30.0% | -11.0% | +41.0% | +33.8% |
| YTD | +12.2% | +0.2% | +12.0% | +11.7% |
| 1Y | -7.5% | -1.3% | -6.1% | -7.6% |
| 3Y | +10.1% | +35.9% | -25.8% | +0.6% |
| 5Y | +25.1% | +23.1% | +2.0% | +17.1% |
| 10Y | +171.7% | +117.9% | +53.8% | +123.1% |
| All | +37,197.0% | +457.8% | +36,739.2% | +21,254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling