-9.3%
CHTR vs DOCS
+25.8%
-35.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +10.6% |
| 7D | +17.8% | -0.6% | +18.4% | +17.8% |
| 30D | +29.7% | +6.3% | +23.4% | +29.4% |
| 3M | -12.5% | +26.5% | -39.0% | -13.0% |
| All | -9.3% | +25.8% | -35.1% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling