-10.7%
PAYX vs CAG
-18.8%
+8.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.9% | -5.7% | +0.8% | -3.5% |
| 30D | -3.8% | -2.4% | -1.4% | -3.3% |
| 3M | +17.9% | +9.8% | +8.1% | +15.6% |
| 6M | +26.1% | -10.8% | +36.9% | +26.0% |
| YTD | +6.7% | -10.8% | +17.6% | +5.1% |
| 1Y | -10.7% | -19.0% | +8.2% | -11.8% |
| All | -10.7% | -18.8% | +8.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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