+6,282.6%
PAYX vs COR
+17,138.4%
-10,855.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -7.5% | -3.9% | -3.6% | -6.6% |
| 30D | -5.3% | -0.3% | -5.0% | -5.3% |
| 3M | +15.6% | +15.9% | -0.3% | +11.7% |
| 6M | +19.5% | -10.3% | +29.7% | +21.7% |
| YTD | +5.8% | -3.7% | +9.5% | +5.7% |
| 1Y | -10.9% | +9.1% | -19.9% | -13.7% |
| 3Y | +5.4% | +86.6% | -81.1% | -10.6% |
| 5Y | +20.4% | +180.9% | -160.5% | -7.5% |
| 10Y | +164.1% | +407.4% | -243.3% | +74.3% |
| All | +6,282.6% | +17,138.4% | -10,855.8% | +2,295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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