+316.5%
CHTR vs SCCO
+1,055.8%
-739.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -2.7% | -1.4% | -3.8% |
| 30D | -3.0% | -0.7% | -2.2% | -3.2% |
| 3M | +4.8% | +8.1% | -3.3% | +2.6% |
| 6M | -35.0% | +4.1% | -39.1% | -36.4% |
| YTD | -30.2% | +41.1% | -71.3% | -36.1% |
| 1Y | -44.8% | +95.6% | -140.3% | -52.7% |
| 3Y | -66.6% | +179.3% | -245.8% | -74.0% |
| 5Y | -81.5% | +308.3% | -389.8% | -86.9% |
| 10Y | -44.8% | +1,090.2% | -1,135.1% | -70.5% |
| All | +316.5% | +1,055.8% | -739.3% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling