+288.4%
PAYX vs CFG
+390.8%
-102.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.6% |
| 7D | -6.9% | +2.7% | -9.6% | -7.7% |
| 30D | -2.6% | -3.7% | +1.1% | -1.6% |
| 3M | +19.4% | +9.5% | +10.0% | +16.0% |
| 6M | +18.7% | +22.2% | -3.6% | +11.1% |
| YTD | +7.8% | +22.3% | -14.5% | +0.6% |
| 1Y | -9.9% | +39.4% | -49.3% | -19.3% |
| 3Y | +7.4% | +188.5% | -181.1% | -25.3% |
| 5Y | +21.8% | +101.5% | -79.7% | -7.9% |
| 10Y | +161.3% | +308.6% | -147.4% | +44.9% |
| All | +288.4% | +390.8% | -102.4% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling