+6.4%
PAYX vs CNH
+6.3%
+0.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | -7.9% | -2.5% | -5.5% | -7.7% |
| 30D | -5.0% | +27.0% | -32.0% | -7.4% |
| 3M | +15.1% | +32.6% | -17.5% | +11.5% |
| 6M | +23.9% | +23.6% | +0.3% | +20.6% |
| YTD | +6.2% | +47.8% | -41.7% | -0.7% |
| 1Y | -9.6% | +21.3% | -30.9% | -12.3% |
| All | +6.4% | +6.3% | +0.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling