-81.7%
CHTR vs DOC
-22.1%
-59.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +15.5% | +6.2% | +9.2% | +12.6% |
| 30D | +15.9% | +6.5% | +9.4% | +12.8% |
| 3M | -17.8% | -6.2% | -11.6% | -15.8% |
| 6M | -20.5% | +25.6% | -46.0% | -28.6% |
| YTD | -39.7% | +32.1% | -71.8% | -47.6% |
| 1Y | -44.1% | +20.3% | -64.4% | -49.1% |
| 3Y | -70.0% | +42.7% | -112.8% | -75.1% |
| 5Y | -81.7% | -22.2% | -59.6% | -80.6% |
| All | -81.7% | -22.1% | -59.7% | -80.6% |
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