+59.5%
SCHW vs CHTR
-81.7%
+141.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.6% |
| 7D | -1.9% | -4.1% | +2.2% | -1.3% |
| 30D | -1.6% | -3.0% | +1.3% | -1.4% |
| 3M | +21.3% | +4.8% | +16.5% | +19.5% |
| 6M | +16.5% | -35.0% | +51.5% | +22.7% |
| YTD | +8.4% | -30.2% | +38.6% | +12.1% |
| 1Y | +15.6% | -44.8% | +60.4% | +25.3% |
| 3Y | +86.8% | -66.6% | +153.4% | +121.3% |
| All | +59.5% | -81.7% | +141.2% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling