+22.0%
PAYX vs CPB
-40.6%
+62.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.4% |
| 7D | -7.9% | -5.4% | -2.5% | -6.7% |
| 30D | -5.0% | -7.8% | +2.8% | -3.3% |
| 3M | +15.1% | -6.9% | +22.0% | +16.9% |
| 6M | +23.9% | -12.2% | +36.1% | +27.1% |
| YTD | +6.2% | -21.1% | +27.2% | +11.3% |
| 1Y | -9.6% | -33.5% | +23.9% | -1.9% |
| 3Y | +5.8% | -43.2% | +49.0% | +18.1% |
| 5Y | +22.0% | -40.9% | +62.8% | +34.2% |
| All | +22.0% | -40.6% | +62.6% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling