-42.3%
CHTR vs DOCU
+80.0%
-122.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | -1.1% | +6.9% | -8.0% | -2.1% |
| 30D | -0.8% | +19.0% | -19.8% | -3.6% |
| 3M | +17.8% | +34.3% | -16.5% | +12.0% |
| 6M | -34.5% | +48.0% | -82.5% | -39.0% |
| YTD | -27.2% | 0.0% | -27.2% | -28.1% |
| 1Y | -41.4% | -10.3% | -31.2% | -41.4% |
| 3Y | -64.0% | +32.4% | -96.4% | -67.1% |
| 5Y | -81.3% | -77.9% | -3.3% | -79.9% |
| All | -42.3% | +80.0% | -122.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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