-83.0%
CHTR vs UPST
-90.4%
+7.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.0% | -4.1% | -7.8% |
| 7D | -15.8% | -8.1% | -7.7% | -15.2% |
| 30D | -12.7% | -14.3% | +1.6% | -11.5% |
| 3M | -1.1% | -16.6% | +15.6% | +0.3% |
| 6M | -39.9% | -7.3% | -32.6% | -39.8% |
| YTD | -35.9% | -40.8% | +4.9% | -33.7% |
| 1Y | -49.2% | -62.4% | +13.3% | -45.8% |
| 3Y | -68.3% | -15.3% | -53.0% | -70.2% |
| 5Y | -83.0% | -91.1% | +8.1% | -84.9% |
| All | -83.0% | -90.4% | +7.5% | -84.9% |
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