-80.8%
CHTR vs DOCS
-56.1%
-24.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +24.0% | +8.7% | +15.4% | +23.1% |
| 3M | -11.7% | +32.9% | -44.5% | -14.1% |
| 6M | -10.3% | +25.5% | -35.8% | -13.0% |
| YTD | -36.5% | -25.0% | -11.4% | -35.3% |
| 1Y | -37.7% | -34.9% | -2.9% | -35.7% |
| 3Y | -67.6% | +39.3% | -106.9% | -71.2% |
| 5Y | -80.8% | -54.8% | -25.9% | -82.2% |
| All | -80.8% | -56.1% | -24.7% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling