+56.1%
CHRW vs UPST
-15.8%
+71.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | +0.6% | -4.9% | +5.5% | +0.7% |
| 30D | -7.3% | -8.9% | +1.6% | -7.0% |
| 3M | -14.2% | -26.3% | +12.1% | -13.3% |
| 6M | -25.1% | -23.7% | -1.4% | -24.5% |
| YTD | -21.2% | -49.9% | +28.8% | -19.6% |
| 1Y | -14.2% | -42.0% | +27.8% | -12.9% |
| 3Y | +63.5% | -25.3% | +88.8% | +59.5% |
| 5Y | +49.6% | -93.4% | +143.0% | +45.2% |
| All | +56.1% | -15.8% | +71.9% | +38.4% |
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