-1.8%
CARR vs UPST
-48.7%
+46.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | -0.4% |
| 7D | -0.7% | -3.1% | +2.5% | -0.4% |
| 30D | +0.3% | -4.0% | +4.3% | +0.6% |
| 3M | -14.9% | -22.9% | +8.0% | -12.9% |
| 6M | -14.9% | -27.1% | +12.3% | -12.8% |
| YTD | +7.0% | -46.5% | +53.5% | +11.9% |
| 1Y | -1.8% | -49.4% | +47.7% | +3.1% |
| All | -1.8% | -48.7% | +46.9% | +3.1% |
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 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