-21.5%
CDW vs UPST
-28.6%
+7.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.3% | -0.8% | -5.5% |
| 7D | -4.1% | -10.9% | +6.7% | -2.8% |
| 30D | +16.7% | -7.2% | +24.0% | +17.8% |
| 3M | +13.6% | -26.7% | +40.3% | +17.3% |
| 6M | +17.0% | -29.0% | +46.0% | +21.1% |
| YTD | +18.1% | -49.4% | +67.5% | +25.1% |
| 1Y | +10.5% | -47.0% | +57.4% | +16.2% |
| All | -21.5% | -28.6% | +7.1% | -21.0% |
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 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