-78.5%
CHTR vs UPST
-24.8%
-53.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.2% |
| 7D | +17.2% | -10.6% | +27.9% | +17.9% |
| 30D | +31.6% | -14.0% | +45.6% | +32.6% |
| 3M | -11.6% | -36.8% | +25.3% | -9.4% |
| 6M | -3.3% | -27.5% | +24.3% | -1.8% |
| YTD | -33.7% | -55.3% | +21.6% | -31.2% |
| 1Y | -32.4% | -47.5% | +15.1% | -30.5% |
| 3Y | -65.9% | -10.4% | -55.5% | -66.9% |
| 5Y | -79.9% | -92.6% | +12.7% | -81.1% |
| All | -78.5% | -24.8% | -53.7% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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