-45.6%
CHTR vs DOC
+21.8%
-67.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.0% |
| 7D | +14.1% | +8.7% | +5.4% | +12.2% |
| 30D | +11.6% | +7.6% | +3.9% | +9.9% |
| 3M | -21.4% | -5.3% | -16.2% | -21.0% |
| 6M | -27.3% | +27.6% | -54.9% | -28.8% |
| YTD | -42.4% | +32.4% | -74.8% | -44.9% |
| 1Y | -45.6% | +22.9% | -68.4% | -46.6% |
| All | -45.6% | +21.8% | -67.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling