+553.7%
PAYX vs CVE
+63.1%
+490.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.5% | -10.0% | +10.5% | +2.0% |
| 30D | +12.9% | -11.9% | +24.7% | +14.8% |
| 3M | -3.1% | -5.9% | +2.8% | -2.6% |
| 6M | +27.9% | -1.6% | +29.5% | +27.3% |
| YTD | +8.2% | +66.3% | -58.1% | -1.1% |
| 1Y | +8.9% | +57.5% | -48.6% | +0.3% |
| 3Y | +12.6% | +65.4% | -52.8% | +0.9% |
| 5Y | +10.8% | +144.2% | -133.4% | -9.3% |
| 10Y | +183.6% | +135.5% | +48.1% | +101.6% |
| All | +553.7% | +63.1% | +490.5% | +366.8% |
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