+316.5%
CHTR vs PAYX
+559.7%
-243.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | -4.1% | -4.9% | +0.8% | -1.5% |
| 30D | -3.0% | -3.8% | +0.8% | -1.0% |
| 3M | +4.8% | +17.9% | -13.1% | -3.6% |
| 6M | -35.0% | +26.1% | -61.1% | -42.5% |
| YTD | -30.2% | +6.7% | -36.9% | -32.8% |
| 1Y | -44.8% | -10.7% | -34.0% | -41.8% |
| 3Y | -66.6% | +7.0% | -73.5% | -68.2% |
| 5Y | -81.5% | +22.6% | -104.1% | -83.7% |
| 10Y | -44.8% | +166.5% | -211.3% | -69.0% |
| All | +316.5% | +559.7% | -243.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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