-67.4%
CHTR vs DOC
+53.4%
-120.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | +24.0% | +6.6% | +17.5% | +20.9% |
| 3M | -11.7% | -1.1% | -10.6% | -11.5% |
| 6M | -10.3% | +4.8% | -15.1% | -12.2% |
| YTD | -36.5% | +32.1% | -68.5% | -44.3% |
| 1Y | -37.7% | +21.9% | -59.6% | -43.2% |
| All | -67.4% | +53.4% | -120.8% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling