+406.2%
CAH vs UPST
-0.4%
+406.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.1% |
| 7D | -2.2% | -8.1% | +5.9% | -2.1% |
| 30D | +1.2% | -14.3% | +15.5% | +1.4% |
| 3M | +13.1% | -16.6% | +29.7% | +13.4% |
| 6M | +8.5% | -7.3% | +15.7% | +8.4% |
| YTD | +17.6% | -40.8% | +58.4% | +18.3% |
| 1Y | +60.7% | -62.4% | +123.1% | +62.8% |
| 3Y | +183.2% | -15.3% | +198.5% | +177.6% |
| 5Y | +402.2% | -91.1% | +493.3% | +401.2% |
| All | +406.2% | -0.4% | +406.6% | +367.3% |
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