+55.5%
CARR vs UPST
-26.3%
+81.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | +0.2% |
| 7D | +2.2% | -13.5% | +15.7% | +3.4% |
| 30D | -0.8% | -19.6% | +18.9% | +0.9% |
| 3M | -13.4% | -34.2% | +20.8% | -10.5% |
| 6M | -16.4% | -31.2% | +14.8% | -14.1% |
| YTD | +4.5% | -56.2% | +60.7% | +10.6% |
| 1Y | -1.4% | -51.7% | +50.3% | +3.3% |
| 3Y | +10.0% | -8.2% | +18.2% | +4.4% |
| 5Y | +4.2% | -92.8% | +97.0% | +2.5% |
| All | +55.5% | -26.3% | +81.9% | +33.6% |
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