-65.9%
CHTR vs DOC
+53.2%
-119.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +17.2% | -0.9% | +18.1% | +17.6% |
| 30D | +31.6% | +7.7% | +23.9% | +27.7% |
| 3M | -11.6% | -2.0% | -9.6% | -11.1% |
| 6M | -3.3% | +5.9% | -9.1% | -5.6% |
| YTD | -33.7% | +31.8% | -65.5% | -41.8% |
| 1Y | -32.4% | +22.5% | -55.0% | -38.5% |
| 3Y | -65.9% | +54.7% | -120.7% | -72.5% |
| All | -65.9% | +53.2% | -119.1% | -72.5% |
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