-71.6%
CHTR vs DOC
+44.2%
-115.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.5% |
| 7D | +5.9% | +6.5% | -0.6% | +3.3% |
| 30D | +10.4% | +9.2% | +1.2% | +6.6% |
| 3M | -25.0% | -2.5% | -22.5% | -24.4% |
| 6M | -24.6% | +7.1% | -31.6% | -26.7% |
| YTD | -43.4% | +33.0% | -76.4% | -50.5% |
| 1Y | -45.8% | +23.3% | -69.1% | -50.8% |
| 3Y | -71.6% | +44.9% | -116.5% | -76.1% |
| All | -71.6% | +44.2% | -115.8% | -76.1% |
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