+40.9%
CDW vs UPST
-26.3%
+67.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | +0.4% |
| 7D | +9.1% | -13.5% | +22.6% | +10.2% |
| 30D | +13.7% | -19.6% | +33.3% | +15.6% |
| 3M | +27.0% | -34.2% | +61.2% | +31.0% |
| 6M | +75.9% | -31.2% | +107.1% | +80.4% |
| YTD | +28.9% | -56.2% | +85.1% | +35.8% |
| 1Y | +19.6% | -51.7% | +71.3% | +25.1% |
| 3Y | -14.6% | -8.2% | -6.4% | -17.5% |
| 5Y | -3.2% | -92.8% | +89.6% | -4.3% |
| All | +40.9% | -26.3% | +67.2% | +32.3% |
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