+60.6%
CHRW vs UPST
-21.5%
+82.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.3% |
| 7D | -3.4% | -4.5% | +1.1% | -3.2% |
| 30D | -9.4% | -15.3% | +6.0% | -8.8% |
| 3M | -12.6% | -32.4% | +19.8% | -11.4% |
| 6M | -24.2% | -29.5% | +5.4% | -23.4% |
| YTD | -18.9% | -53.3% | +34.5% | -17.0% |
| 1Y | -13.7% | -47.4% | +33.7% | -12.1% |
| 3Y | +72.6% | -2.2% | +74.8% | +67.1% |
| 5Y | +55.6% | -92.0% | +147.6% | +50.9% |
| All | +60.6% | -21.5% | +82.1% | +42.8% |
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