+421.3%
CAH vs UPST
+7.9%
+413.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | +5.4% | -3.5% | +8.9% | +5.4% |
| 30D | +3.3% | -7.1% | +10.4% | +3.4% |
| 3M | +22.8% | -13.1% | +35.9% | +23.0% |
| 6M | +11.3% | -1.1% | +12.4% | +11.1% |
| YTD | +21.1% | -35.9% | +57.0% | +21.7% |
| 1Y | +67.2% | -57.4% | +124.7% | +69.1% |
| 3Y | +195.6% | -14.9% | +210.5% | +189.9% |
| 5Y | +413.8% | -88.7% | +502.5% | +410.3% |
| All | +421.3% | +7.9% | +413.4% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling