-7.3%
CMG vs PAYC
-22.6%
+15.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.8% | -10.2% | +6.3% | -2.8% |
| 30D | +12.9% | +2.0% | +10.9% | +12.6% |
| 3M | +18.8% | +58.3% | -39.5% | +11.8% |
| 6M | +4.1% | +64.5% | -60.4% | -2.7% |
| YTD | -2.4% | +36.5% | -38.9% | -6.9% |
| 1Y | -6.7% | -1.3% | -5.4% | -7.9% |
| All | -7.3% | -22.6% | +15.3% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling