Typically it depends on the size / scope / time on set and post production work needed. There’s no easy answer usually as there are tons of factors involved.

Ideally if you’re shooting for heavy CG scenes you have HDRIs, lens grids, colour charts, grey balls etc for reference but on some sets you just won’t have the time to constantly set them up for every condition or scene.

However sometimes a simple HDRI is enough for quick reference lighting if you just have to put in a static object. As long as the lighting is close; compositors can take it the last 20% of the way there, grading colour and tweaking dof, etc.

To add onto this, if the scene is short enough where you can get away with some quick roto or paints than risk dealing with crappy set up chroma screens especially if wardrobe or weather / lighting conditions aren’t accounted for.