-81.0%
CHTR vs DOCS
-73.4%
-7.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.6% |
| 7D | -1.1% | -1.4% | +0.4% | -1.0% |
| 30D | -0.8% | +21.8% | -22.6% | -2.8% |
| 3M | +17.8% | +27.3% | -9.5% | +14.8% |
| 6M | -34.5% | -0.3% | -34.1% | -35.1% |
| YTD | -27.2% | -40.5% | +13.3% | -24.4% |
| 1Y | -41.4% | -61.5% | +20.1% | -36.7% |
| 3Y | -64.0% | +8.2% | -72.2% | -66.9% |
| All | -81.0% | -73.4% | -7.6% | -82.4% |
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