+573.6%
SCHW vs CHTR
+301.6%
+272.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.2% | -0.5% |
| 7D | -2.8% | -7.1% | +4.4% | -1.0% |
| 30D | -0.1% | -10.9% | +10.8% | +2.4% |
| 3M | +20.6% | +2.0% | +18.6% | +18.5% |
| 6M | +15.9% | -35.9% | +51.9% | +26.1% |
| YTD | +8.5% | -32.7% | +41.2% | +15.6% |
| 1Y | +17.8% | -46.6% | +64.4% | +33.9% |
| 3Y | +88.5% | -66.7% | +155.3% | +136.1% |
| 5Y | +60.6% | -82.1% | +142.8% | +142.7% |
| 10Y | +298.0% | -46.8% | +344.8% | +282.4% |
| All | +573.6% | +301.6% | +272.0% | +168.8% |
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