-10.0%
CHRW vs UPST
-49.8%
+39.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.1% |
| 7D | +7.3% | -10.6% | +17.9% | +8.3% |
| 30D | -3.6% | -14.0% | +10.4% | -2.4% |
| 3M | -9.6% | -36.8% | +27.3% | -5.5% |
| 6M | -17.0% | -27.5% | +10.5% | -15.3% |
| YTD | -15.4% | -55.3% | +39.8% | -10.6% |
| 1Y | -10.0% | -47.5% | +37.6% | -7.7% |
| All | -10.0% | -49.8% | +39.9% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling