-78.1%
CHTR vs UPST
-3.5%
-74.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.0% | +5.2% |
| 7D | -7.1% | -12.0% | +4.8% | -6.4% |
| 30D | -10.9% | -16.0% | +5.2% | -9.9% |
| 3M | +2.0% | -17.2% | +19.2% | +3.0% |
| 6M | -35.9% | -10.9% | -25.0% | -35.7% |
| YTD | -32.7% | -42.6% | +9.9% | -31.0% |
| 1Y | -46.6% | -59.8% | +13.2% | -44.4% |
| 3Y | -66.7% | -17.9% | -48.8% | -67.8% |
| 5Y | -82.1% | -90.7% | +8.6% | -83.4% |
| All | -78.1% | -3.5% | -74.7% | -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