+116.4%
DOCN vs CHTR
-46.1%
+162.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.7% | -12.8% | -6.0% |
| 7D | -20.0% | +14.1% | -34.1% | -17.7% |
| 30D | -38.8% | +11.6% | -50.4% | -37.1% |
| 3M | -34.8% | -21.4% | -13.4% | -35.8% |
| 6M | -22.8% | -27.3% | +4.5% | -22.9% |
| YTD | +74.6% | -42.4% | +117.0% | +84.7% |
| 1Y | +116.4% | -45.6% | +162.0% | +135.5% |
| All | +116.4% | -46.1% | +162.5% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling