+558.5%
PAYX vs CVE
+61.8%
+496.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.0% |
| 7D | +4.4% | -16.1% | +20.5% | +7.0% |
| 30D | +16.4% | -10.4% | +26.8% | +18.1% |
| 3M | -1.6% | -2.4% | +0.8% | -1.6% |
| 6M | +32.4% | -4.4% | +36.9% | +32.4% |
| YTD | +9.0% | +64.9% | -55.9% | -0.3% |
| 1Y | +9.4% | +66.0% | -56.6% | -0.1% |
| 3Y | +17.5% | +57.7% | -40.2% | +6.1% |
| 5Y | +10.2% | +144.7% | -134.5% | -9.8% |
| 10Y | +198.3% | +139.2% | +59.0% | +111.3% |
| All | +558.5% | +61.8% | +496.7% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling