+164.0%
PAYX vs CPB
-45.3%
+209.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -4.9% | -1.8% | -3.1% | -4.5% |
| 30D | -3.8% | -7.1% | +3.3% | -2.3% |
| 3M | +17.9% | -6.0% | +23.9% | +19.3% |
| 6M | +26.1% | -5.3% | +31.3% | +27.2% |
| YTD | +6.7% | -20.8% | +27.6% | +11.6% |
| 1Y | -10.7% | -33.8% | +23.1% | -3.3% |
| 3Y | +7.0% | -43.7% | +50.7% | +18.8% |
| 5Y | +22.6% | -40.7% | +63.3% | +33.6% |
| All | +164.0% | -45.3% | +209.3% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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