+164.0%
PAYX vs CRL
+256.1%
-92.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | -4.9% | -3.5% | -1.3% | -3.9% |
| 30D | -3.8% | -2.1% | -1.6% | -3.3% |
| 3M | +17.9% | +48.0% | -30.1% | +5.2% |
| 6M | +26.1% | +64.7% | -38.7% | +8.0% |
| YTD | +6.7% | +39.5% | -32.8% | -4.6% |
| 1Y | -10.7% | +74.2% | -84.9% | -25.7% |
| 3Y | +7.0% | +39.4% | -32.4% | -10.5% |
| 5Y | +22.6% | -36.9% | +59.5% | +33.5% |
| All | +164.0% | +256.1% | -92.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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