-22.2%
CDW vs UPST
-29.4%
+7.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.7% |
| 7D | +2.1% | -4.9% | +7.0% | +2.7% |
| 30D | +14.7% | -8.9% | +23.6% | +16.0% |
| 3M | +11.1% | -26.3% | +37.4% | +14.7% |
| 6M | +45.6% | -23.7% | +69.3% | +49.4% |
| YTD | +17.1% | -49.9% | +67.0% | +24.2% |
| 1Y | +13.2% | -42.0% | +55.1% | +18.3% |
| 3Y | -22.2% | -25.3% | +3.1% | -21.6% |
| All | -22.2% | -29.4% | +7.2% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling