+334.3%
CHTR vs DOC
+82.0%
+252.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | -0.8% | -4.8% | +4.0% | +0.6% |
| 3M | +17.8% | +6.9% | +10.9% | +15.4% |
| 6M | -34.5% | +20.7% | -55.2% | -38.6% |
| YTD | -27.2% | +34.1% | -61.3% | -34.2% |
| 1Y | -41.4% | +22.6% | -64.1% | -45.6% |
| 3Y | -64.0% | +20.8% | -84.8% | -66.6% |
| 5Y | -81.3% | -24.9% | -56.4% | -80.3% |
| 10Y | -44.1% | -1.8% | -42.3% | -47.8% |
| All | +334.3% | +82.0% | +252.2% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling