-55.1%
CHTR vs DOC
+21.1%
-76.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.1% |
| 7D | +4.9% | +5.9% | -1.0% | +3.0% |
| 30D | +17.2% | +10.3% | +7.0% | +13.6% |
| 3M | -20.6% | -2.2% | -18.4% | -20.1% |
| 6M | -21.7% | +8.2% | -29.9% | -23.8% |
| YTD | -41.9% | +35.4% | -77.3% | -48.0% |
| 1Y | -44.9% | +23.6% | -68.5% | -49.1% |
| 3Y | -70.0% | +57.3% | -127.3% | -74.4% |
| 5Y | -82.6% | -19.6% | -63.0% | -82.1% |
| 10Y | -55.1% | +20.8% | -75.9% | -58.9% |
| All | -55.1% | +21.1% | -76.2% | -58.9% |
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