+564.8%
PAYX vs CRL
+1,339.8%
-775.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.3% |
| 7D | -6.9% | -0.6% | -6.4% | -6.8% |
| 30D | -2.6% | +5.0% | -7.6% | -3.8% |
| 3M | +19.4% | +50.6% | -31.2% | +7.1% |
| 6M | +18.7% | +60.9% | -42.3% | +3.6% |
| YTD | +7.8% | +40.7% | -33.0% | -3.0% |
| 1Y | -9.9% | +73.3% | -83.2% | -23.6% |
| 3Y | +7.4% | +40.6% | -33.1% | -8.8% |
| 5Y | +21.8% | -37.0% | +58.8% | +24.8% |
| 10Y | +161.3% | +244.3% | -83.0% | +67.2% |
| All | +564.8% | +1,339.8% | -775.0% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling