+494.2%
CAH vs UPST
-24.8%
+519.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.0% |
| 7D | +3.5% | -10.6% | +14.1% | +3.6% |
| 30D | +13.5% | -14.0% | +27.4% | +13.7% |
| 3M | +21.8% | -36.8% | +58.7% | +22.7% |
| 6M | +51.5% | -27.5% | +79.1% | +52.1% |
| YTD | +38.1% | -55.3% | +93.4% | +39.5% |
| 1Y | +37.7% | -47.5% | +85.3% | +38.7% |
| 3Y | +179.6% | -10.4% | +190.0% | +173.5% |
| 5Y | +504.9% | -92.6% | +597.5% | +506.3% |
| All | +494.2% | -24.8% | +519.0% | +450.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling