+6.4%
PAYX vs CFG
+183.3%
-176.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -7.9% | -1.7% | -6.2% | -7.6% |
| 30D | -5.0% | -4.6% | -0.4% | -4.2% |
| 3M | +15.1% | +7.9% | +7.2% | +13.1% |
| 6M | +23.9% | +19.9% | +4.1% | +18.6% |
| YTD | +6.2% | +21.7% | -15.5% | +1.2% |
| 1Y | -9.6% | +38.4% | -48.1% | -16.6% |
| All | +6.4% | +183.3% | -176.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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