-16.7%
CARR vs UPST
-28.9%
+12.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.7% |
| 7D | +3.5% | -10.6% | +14.1% | +5.6% |
| 30D | +0.4% | -14.0% | +14.3% | +2.9% |
| 3M | -14.1% | -36.8% | +22.8% | -5.8% |
| 6M | -16.7% | -27.5% | +10.8% | -11.0% |
| All | -16.7% | -28.9% | +12.2% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling