+21.8%
PAYX vs CVE
+327.8%
-306.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.5% | -4.2% |
| 7D | -6.9% | +0.2% | -7.1% | -7.0% |
| 30D | -2.6% | +17.5% | -20.1% | -4.4% |
| 3M | +19.4% | +16.2% | +3.2% | +17.2% |
| 6M | +18.7% | +47.8% | -29.1% | +13.1% |
| YTD | +7.8% | +98.5% | -90.7% | -1.1% |
| 1Y | -9.9% | +109.8% | -119.6% | -18.1% |
| 3Y | +7.4% | +75.5% | -68.0% | -1.8% |
| 5Y | +21.8% | +341.6% | -319.7% | +2.0% |
| All | +21.8% | +327.8% | -306.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling