+35,710.1%
PAYX vs CP
+7,903.1%
+27,807.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.2% | +2.1% | -3.3% | -1.9% |
| 30D | +7.8% | +9.3% | -1.5% | +4.8% |
| 3M | -6.8% | +0.5% | -7.3% | -7.0% |
| 6M | +31.3% | +10.4% | +20.9% | +26.9% |
| YTD | +7.7% | +28.7% | -21.0% | -1.6% |
| 1Y | +8.1% | +33.2% | -25.1% | -2.4% |
| 3Y | +12.2% | +38.4% | -26.3% | -1.5% |
| 5Y | +8.9% | +26.2% | -17.2% | -2.0% |
| 10Y | +179.0% | +258.4% | -79.4% | +81.0% |
| All | +35,710.1% | +7,903.1% | +27,807.0% | +10,351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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