-54.1%
CHTR vs DOC
+15.7%
-69.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.4% |
| 7D | +5.9% | +6.5% | -0.6% | +3.8% |
| 30D | +10.4% | +9.2% | +1.2% | +7.3% |
| 3M | -25.0% | -2.5% | -22.5% | -24.5% |
| 6M | -24.6% | +7.1% | -31.6% | -26.3% |
| YTD | -43.4% | +33.0% | -76.4% | -49.0% |
| 1Y | -45.8% | +23.3% | -69.1% | -49.9% |
| 3Y | -71.6% | +44.9% | -116.5% | -75.1% |
| 5Y | -82.9% | -21.6% | -61.3% | -82.3% |
| All | -54.1% | +15.7% | -69.8% | -57.7% |
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