+86.2%
DOCN vs CHTR
-36.4%
+122.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.0% | +2.8% |
| 7D | +27.4% | +5.4% | +22.0% | +28.9% |
| 30D | -29.7% | +24.0% | -53.8% | -26.0% |
| 3M | -32.5% | -11.7% | -20.8% | -31.9% |
| 6M | -42.2% | -10.3% | -31.8% | -41.3% |
| YTD | +87.2% | -36.5% | +123.6% | +102.2% |
| 1Y | +86.2% | -37.7% | +123.9% | +103.7% |
| All | +86.2% | -36.4% | +122.6% | +103.7% |
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