-13.1%
CHRW vs UPST
-47.2%
+34.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.8% |
| 7D | -3.4% | -4.5% | +1.1% | -3.0% |
| 30D | -9.4% | -15.3% | +6.0% | -8.1% |
| 3M | -12.6% | -32.4% | +19.8% | -9.3% |
| 6M | -24.2% | -29.5% | +5.4% | -22.0% |
| YTD | -18.9% | -53.3% | +34.5% | -14.3% |
| All | -13.1% | -47.2% | +34.1% | -10.3% |
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