+9.9%
PAYX vs CRBG
+117.3%
-107.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -4.9% | +0.6% | -5.4% | -5.0% |
| 30D | -3.8% | +2.6% | -6.4% | -4.4% |
| 3M | +17.9% | +24.0% | -6.1% | +11.5% |
| 6M | +26.1% | +50.5% | -24.4% | +12.9% |
| YTD | +6.7% | +17.1% | -10.4% | +1.9% |
| 1Y | -10.7% | +5.9% | -16.6% | -12.9% |
| 3Y | +7.0% | +122.7% | -115.8% | -18.6% |
| All | +9.9% | +117.3% | -107.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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