-26.0%
UPS vs CHTR
-65.7%
+39.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.2% |
| 7D | -2.0% | -4.1% | +2.1% | -1.4% |
| 30D | -2.0% | -3.0% | +1.0% | -1.8% |
| 3M | -6.2% | +4.8% | -11.0% | -7.4% |
| 6M | +2.8% | -35.0% | +37.8% | +8.8% |
| YTD | +5.9% | -30.2% | +36.1% | +10.2% |
| 1Y | +26.2% | -44.8% | +71.0% | +37.2% |
| 3Y | -26.0% | -66.6% | +40.6% | -10.2% |
| All | -26.0% | -65.7% | +39.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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