-80.2%
CHTR vs UPST
-91.7%
+11.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | +13.4% | -12.1% | +25.4% | +14.5% |
| 30D | +33.0% | -13.4% | +46.4% | +34.4% |
| 3M | -13.6% | -31.2% | +17.7% | -10.9% |
| 6M | -7.8% | -28.3% | +20.6% | -5.6% |
| YTD | -34.7% | -53.0% | +18.3% | -31.2% |
| 1Y | -34.8% | -47.2% | +12.3% | -32.2% |
| 3Y | -66.7% | -1.5% | -65.3% | -69.1% |
| All | -80.2% | -91.7% | +11.4% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling