+61.4%
CARR vs UPST
-3.5%
+64.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.0% |
| 7D | -4.1% | -12.0% | +7.9% | -3.1% |
| 30D | -11.0% | -16.0% | +5.1% | -9.7% |
| 3M | -16.4% | -17.2% | +0.8% | -15.1% |
| 6M | -2.4% | -10.9% | +8.5% | -2.1% |
| YTD | +8.4% | -42.6% | +51.0% | +12.3% |
| 1Y | -8.0% | -59.8% | +51.8% | -2.2% |
| 3Y | +0.6% | -17.9% | +18.5% | -4.4% |
| 5Y | +7.7% | -90.7% | +98.5% | +3.7% |
| All | +61.4% | -3.5% | +64.8% | +35.7% |
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