-27.5%
DOCN vs CHTR
-79.9%
+52.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.3% | -8.5% | -5.2% |
| 7D | +19.1% | +17.2% | +1.9% | +14.5% |
| 30D | -21.0% | +31.6% | -52.6% | -27.0% |
| 3M | -34.7% | -11.6% | -23.2% | -33.8% |
| 6M | -45.8% | -3.3% | -42.5% | -47.7% |
| YTD | +79.4% | -33.7% | +113.1% | +93.4% |
| 1Y | +91.0% | -32.4% | +123.4% | +103.7% |
| 3Y | +237.5% | -65.9% | +303.4% | +369.1% |
| All | -27.5% | -79.9% | +52.5% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling