+203.9%
DOCN vs CHTR
-72.0%
+275.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.2% | +8.7% | +2.8% |
| 7D | -19.2% | +5.9% | -25.1% | -19.6% |
| 30D | -43.1% | +10.4% | -53.4% | -43.7% |
| 3M | -40.7% | -25.0% | -15.7% | -39.2% |
| 6M | -55.0% | -24.6% | -30.4% | -54.1% |
| YTD | +50.6% | -43.4% | +94.1% | +62.4% |
| 1Y | +54.0% | -45.8% | +99.8% | +67.9% |
| 3Y | +203.9% | -71.6% | +275.5% | +273.1% |
| All | +203.9% | -72.0% | +275.9% | +273.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling