+4,013.6%
CMG vs PAYX
+527.1%
+3,486.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -2.1% | -4.9% | +2.8% | +0.6% |
| 30D | +10.9% | -3.8% | +14.7% | +13.0% |
| 3M | +15.8% | +17.9% | -2.0% | +4.6% |
| 6M | +6.9% | +26.1% | -19.1% | -7.7% |
| YTD | -2.2% | +6.7% | -8.9% | -7.6% |
| 1Y | -7.1% | -10.7% | +3.7% | -2.9% |
| 3Y | -7.1% | +7.0% | -14.1% | -14.8% |
| 5Y | -4.8% | +22.6% | -27.4% | -20.1% |
| 10Y | +324.3% | +166.5% | +157.8% | +104.4% |
| All | +4,013.6% | +527.1% | +3,486.6% | +992.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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