+485.1%
CAH vs UPST
-21.5%
+506.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.1% |
| 7D | +9.4% | -4.5% | +13.9% | +9.5% |
| 30D | +16.5% | -15.3% | +31.8% | +16.8% |
| 3M | +17.0% | -32.4% | +49.4% | +17.7% |
| 6M | +51.4% | -29.5% | +80.9% | +52.1% |
| YTD | +36.0% | -53.3% | +89.3% | +37.3% |
| 1Y | +36.0% | -47.4% | +83.4% | +37.0% |
| 3Y | +177.5% | -2.2% | +179.7% | +170.9% |
| 5Y | +509.2% | -92.0% | +601.2% | +509.7% |
| All | +485.1% | -21.5% | +506.6% | +442.1% |
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