+105.1%
DOCN vs CHTR
-78.9%
+184.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +9.2% |
| 7D | +3.7% | +13.4% | -9.6% | +0.3% |
| 30D | -33.7% | +33.0% | -66.7% | -38.9% |
| 3M | -27.9% | -13.6% | -14.3% | -26.5% |
| 6M | -46.4% | -7.8% | -38.7% | -47.5% |
| YTD | +81.1% | -34.7% | +115.8% | +96.0% |
| 1Y | +74.3% | -34.8% | +109.1% | +88.5% |
| 3Y | +245.8% | -66.7% | +312.6% | +383.3% |
| 5Y | -23.7% | -80.4% | +56.6% | +51.6% |
| All | +105.1% | -78.9% | +184.0% | +314.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling