-49.6%
CHTR vs DOC
+21.5%
-71.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +24.0% | +6.6% | +17.5% | +21.5% |
| 3M | -11.7% | -1.1% | -10.6% | -11.5% |
| 6M | -10.3% | +4.8% | -15.1% | -11.8% |
| YTD | -36.5% | +32.1% | -68.5% | -42.7% |
| 1Y | -37.7% | +21.9% | -59.6% | -42.3% |
| 3Y | -67.6% | +51.4% | -119.1% | -72.1% |
| 5Y | -80.8% | -21.2% | -59.6% | -80.1% |
| All | -49.6% | +21.5% | -71.0% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling