+280.3%
DOCN vs CHTR
-42.9%
+323.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.1% | +16.8% | +12.2% |
| 7D | +16.3% | -0.3% | +16.6% | +16.3% |
| 30D | +2.0% | -4.5% | +6.5% | +1.9% |
| 3M | -25.2% | +10.2% | -35.4% | -25.4% |
| 6M | +132.7% | -37.2% | +169.9% | +148.2% |
| YTD | +163.3% | -30.2% | +193.5% | +179.4% |
| 1Y | +280.3% | -44.8% | +325.1% | +303.5% |
| All | +280.3% | -42.9% | +323.3% | +303.5% |
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