+283.6%
CHTR vs CPAY
+1,532.9%
-1,249.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -2.0% | -2.1% | -3.5% |
| 30D | -3.0% | -0.4% | -2.6% | -2.7% |
| 3M | +4.8% | +16.4% | -11.6% | +0.2% |
| 6M | -35.0% | +23.5% | -58.5% | -39.3% |
| YTD | -30.2% | +35.7% | -65.8% | -37.0% |
| 1Y | -44.8% | +30.2% | -74.9% | -49.7% |
| 3Y | -66.6% | +49.7% | -116.3% | -71.2% |
| 5Y | -81.5% | +56.6% | -138.0% | -84.5% |
| 10Y | -44.8% | +153.8% | -198.6% | -61.9% |
| All | +283.6% | +1,532.9% | -1,249.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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