+234.2%
CMG vs PAYC
+1,140.1%
-905.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.8% | -10.2% | +6.3% | -1.5% |
| 30D | +12.9% | +2.0% | +10.9% | +12.3% |
| 3M | +18.8% | +58.3% | -39.5% | +5.3% |
| 6M | +4.1% | +64.5% | -60.4% | -9.1% |
| YTD | -2.4% | +36.5% | -38.9% | -11.2% |
| 1Y | -6.7% | -1.3% | -5.4% | -8.5% |
| 3Y | -7.1% | -22.1% | +15.0% | -8.4% |
| 5Y | -5.0% | -53.3% | +48.4% | +3.3% |
| 10Y | +323.5% | +348.5% | -24.9% | +228.9% |
| All | +234.2% | +1,140.1% | -905.9% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling