-66.5%
CHTR vs UPST
0.0%
-66.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | +13.4% | -12.1% | +25.4% | +14.6% |
| 30D | +33.0% | -13.4% | +46.4% | +34.5% |
| 3M | -13.6% | -31.2% | +17.7% | -10.8% |
| 6M | -7.8% | -28.3% | +20.6% | -5.4% |
| YTD | -34.7% | -53.0% | +18.3% | -31.1% |
| 1Y | -34.8% | -47.2% | +12.3% | -32.1% |
| All | -66.5% | 0.0% | -66.4% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling