+553.6%
SCHD vs CHTR
+198.7%
+354.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | -2.0% | -4.1% | +2.1% | -1.3% |
| 30D | -0.4% | -3.0% | +2.6% | -0.2% |
| 3M | +5.7% | +4.8% | +1.0% | +3.9% |
| 6M | +11.9% | -35.0% | +46.9% | +19.2% |
| YTD | +26.4% | -30.2% | +56.6% | +32.2% |
| 1Y | +27.6% | -44.8% | +72.4% | +40.0% |
| 3Y | +54.9% | -66.6% | +121.5% | +84.2% |
| 5Y | +60.9% | -81.5% | +142.4% | +115.2% |
| 10Y | +243.4% | -44.8% | +288.2% | +253.0% |
| All | +553.6% | +198.7% | +354.9% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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