-45.6%
CHTR vs SCCO
+43.0%
-88.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.7% | +5.8% |
| 7D | +14.1% | -7.9% | +22.0% | +13.4% |
| 30D | +11.6% | -13.0% | +24.6% | +10.6% |
| 3M | -21.4% | -6.9% | -14.6% | -21.8% |
| 6M | -27.3% | +11.0% | -38.2% | -27.4% |
| YTD | -42.4% | +30.3% | -72.7% | -46.8% |
| 1Y | -45.6% | +45.0% | -90.6% | -51.2% |
| All | -45.6% | +43.0% | -88.5% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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