-45.9%
CHTR vs SCHG
+459.0%
-504.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -4.1% | -1.0% | -3.1% | -3.4% |
| 30D | -3.0% | -1.3% | -1.7% | -2.2% |
| 3M | +4.8% | +5.4% | -0.7% | +1.4% |
| 6M | -35.0% | +14.4% | -49.4% | -40.6% |
| YTD | -30.2% | +8.0% | -38.2% | -34.0% |
| 1Y | -44.8% | +12.7% | -57.5% | -49.3% |
| 3Y | -66.6% | +85.6% | -152.2% | -78.4% |
| 5Y | -81.5% | +85.5% | -167.0% | -88.3% |
| All | -45.9% | +459.0% | -504.9% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling