+205.4%
UPS vs CHTR
+282.5%
-77.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.1% | +6.9% | +0.5% |
| 7D | -3.7% | -15.8% | +12.1% | -0.1% |
| 30D | -3.7% | -12.7% | +8.9% | -1.2% |
| 3M | -6.6% | -1.1% | -5.5% | -7.4% |
| 6M | +2.6% | -39.9% | +42.5% | +12.1% |
| YTD | +4.8% | -35.9% | +40.6% | +12.4% |
| 1Y | +25.3% | -49.2% | +74.4% | +41.8% |
| 3Y | -26.9% | -68.3% | +41.5% | -10.0% |
| 5Y | -33.5% | -83.0% | +49.4% | -6.9% |
| 10Y | +36.1% | -49.3% | +85.4% | +44.8% |
| All | +205.4% | +282.5% | -77.2% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling