-34.8%
CHTR vs DOC
+22.3%
-57.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +13.4% | +1.0% | +12.3% | +13.1% |
| 30D | +33.0% | +8.1% | +24.9% | +30.9% |
| 3M | -13.6% | +0.9% | -14.5% | -14.0% |
| 6M | -7.8% | +6.3% | -14.1% | -8.7% |
| YTD | -34.7% | +33.8% | -68.5% | -36.7% |
| 1Y | -34.8% | +21.6% | -56.5% | -35.6% |
| All | -34.8% | +22.3% | -57.2% | -35.6% |
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