+37.7%
CAH vs UPST
-49.8%
+87.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.6% |
| 3M | +21.8% | -36.8% | +58.7% | +21.9% |
| 6M | +51.5% | -27.5% | +79.1% | +51.8% |
| YTD | +38.1% | -55.3% | +93.4% | +36.3% |
| 1Y | +37.7% | -47.5% | +85.3% | +35.0% |
| All | +37.7% | -49.8% | +87.6% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling