-44.1%
CHTR vs SCHG
+0.2%
-44.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.5% | +10.2% | +3.9% |
| 7D | +15.5% | -6.8% | +22.3% | +14.5% |
| 30D | +15.9% | -11.2% | +27.0% | +14.9% |
| 3M | -17.8% | -7.4% | -10.5% | -18.6% |
| 6M | -20.5% | -1.0% | -19.4% | -21.1% |
| YTD | -39.7% | +0.9% | -40.6% | -39.5% |
| 1Y | -44.1% | -0.2% | -43.9% | -43.7% |
| All | -44.1% | +0.2% | -44.3% | -43.7% |
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