+60.6%
CHRW vs UPST
-14.4%
+75.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.9% |
| 7D | +0.2% | +4.4% | -4.2% | 0.0% |
| 30D | -9.4% | -7.7% | -1.7% | -9.1% |
| 3M | -13.3% | -28.4% | +15.2% | -12.3% |
| 6M | -24.2% | -23.2% | -1.0% | -23.6% |
| YTD | -18.9% | -49.1% | +30.3% | -17.3% |
| 1Y | -12.4% | -42.4% | +30.0% | -11.1% |
| 3Y | +72.2% | +5.4% | +66.9% | +66.3% |
| 5Y | +53.4% | -92.9% | +146.3% | +48.7% |
| All | +60.6% | -14.4% | +75.0% | +42.4% |
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