-69.7%
CHTR vs DOC
+43.2%
-112.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +15.5% | +6.2% | +9.2% | +12.8% |
| 30D | +15.9% | +6.5% | +9.4% | +13.0% |
| 3M | -17.8% | -6.2% | -11.6% | -15.9% |
| 6M | -20.5% | +25.6% | -46.0% | -27.8% |
| YTD | -39.7% | +32.1% | -71.8% | -47.1% |
| 1Y | -44.1% | +20.3% | -64.4% | -48.6% |
| All | -69.7% | +43.2% | -112.9% | -74.5% |
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