-41.4%
CHTR vs SCHG
+16.6%
-58.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -0.8% | +0.2% | -1.0% | -0.8% |
| 3M | +17.8% | +2.2% | +15.5% | +17.3% |
| 6M | -34.5% | +15.0% | -49.5% | -34.4% |
| YTD | -27.2% | +9.2% | -36.4% | -26.6% |
| 1Y | -41.4% | +15.7% | -57.2% | -37.5% |
| All | -41.4% | +16.6% | -58.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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