-83.0%
CHTR vs DOCS
-20.2%
-62.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +2.6% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +17.2% | +7.8% | +9.5% | +16.5% |
| 3M | -20.6% | +20.0% | -40.5% | -21.8% |
| 6M | -21.7% | +26.5% | -48.3% | -23.8% |
| YTD | -41.9% | -25.8% | -16.2% | -41.0% |
| 1Y | -44.9% | -39.5% | -5.4% | -43.0% |
| 3Y | -70.0% | +60.3% | -130.4% | -73.0% |
| 5Y | -82.6% | -57.0% | -25.6% | -83.5% |
| All | -83.0% | -20.2% | -62.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling