+70.1%
CARR vs UPST
+7.9%
+62.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +1.6% | -3.5% | +5.1% | +1.9% |
| 30D | -8.7% | -7.1% | -1.6% | -8.2% |
| 3M | -12.6% | -13.1% | +0.5% | -11.7% |
| 6M | -1.5% | -1.1% | -0.4% | -2.1% |
| YTD | +14.3% | -35.9% | +50.2% | +17.3% |
| 1Y | -4.6% | -57.4% | +52.8% | +0.9% |
| 3Y | +7.3% | -14.9% | +22.2% | +1.6% |
| 5Y | +11.6% | -88.7% | +100.3% | +6.2% |
| All | +70.1% | +7.9% | +62.2% | +41.7% |
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 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