-83.0%
CHTR vs DOC
-21.4%
-61.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.5% |
| 7D | +5.9% | +6.5% | -0.6% | +3.1% |
| 30D | +10.4% | +9.2% | +1.2% | +6.3% |
| 3M | -25.0% | -2.5% | -22.5% | -24.4% |
| 6M | -24.6% | +7.1% | -31.6% | -26.9% |
| YTD | -43.4% | +33.0% | -76.4% | -51.0% |
| 1Y | -45.8% | +23.3% | -69.1% | -51.3% |
| 3Y | -71.6% | +44.9% | -116.5% | -76.6% |
| All | -83.0% | -21.4% | -61.6% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling