+164.1%
PAYX vs CVE
+167.0%
-2.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -7.5% | +2.0% | -9.4% | -7.7% |
| 30D | -5.3% | +13.2% | -18.5% | -7.0% |
| 3M | +15.6% | +21.7% | -6.1% | +12.3% |
| 6M | +19.5% | +48.4% | -28.9% | +12.6% |
| YTD | +5.8% | +100.1% | -94.3% | -4.7% |
| 1Y | -10.9% | +107.8% | -118.7% | -20.3% |
| 3Y | +5.4% | +76.9% | -71.5% | -5.1% |
| 5Y | +20.4% | +346.2% | -325.8% | -7.7% |
| 10Y | +164.1% | +173.5% | -9.4% | +72.0% |
| All | +164.1% | +167.0% | -2.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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