+506.1%
CAH vs UPST
-93.6%
+599.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +8.5% | -4.9% | +13.4% | +8.5% |
| 30D | +17.0% | -8.9% | +25.9% | +17.2% |
| 3M | +14.6% | -26.3% | +40.9% | +15.1% |
| 6M | +42.5% | -23.7% | +66.3% | +43.0% |
| YTD | +33.5% | -49.9% | +83.4% | +34.5% |
| 1Y | +38.5% | -42.0% | +80.5% | +39.2% |
| 3Y | +179.0% | -25.3% | +204.3% | +174.0% |
| All | +506.1% | -93.6% | +599.7% | +528.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling