+35,732.2%
PAYX vs CPB
+333.3%
+35,398.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.8% | -5.7% | -4.4% |
| 7D | -6.9% | -8.2% | +1.3% | -4.8% |
| 30D | -2.6% | -5.6% | +3.0% | -1.2% |
| 3M | +19.4% | +3.0% | +16.5% | +18.2% |
| 6M | +18.7% | -12.7% | +31.4% | +22.6% |
| YTD | +7.8% | -18.0% | +25.8% | +13.0% |
| 1Y | -9.9% | -31.7% | +21.9% | -0.9% |
| 3Y | +7.4% | -41.0% | +48.4% | +21.3% |
| 5Y | +21.8% | -38.4% | +60.2% | +34.3% |
| 10Y | +161.3% | -45.0% | +206.2% | +185.4% |
| All | +35,732.2% | +333.3% | +35,398.9% | +21,210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling