-10.7%
CMG vs PAYC
+5.6%
-16.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.2% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | +7.1% | +32.8% | -25.6% | +3.6% |
| 3M | +31.2% | +69.3% | -38.1% | +19.2% |
| 6M | +0.7% | +74.0% | -73.3% | -9.3% |
| YTD | -0.1% | +46.4% | -46.5% | -4.3% |
| 1Y | -10.7% | +4.2% | -14.9% | -4.1% |
| All | -10.7% | +5.6% | -16.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 1y: compounded portfolio wealth divided by compounded PAYC 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…
1y analysis · Full analysis span regression · 6 months rolling