+59.3%
CHRW vs UPST
-92.2%
+151.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.3% | +0.8% |
| 7D | +4.7% | -13.5% | +18.2% | +5.4% |
| 30D | -2.6% | -19.6% | +17.0% | -1.7% |
| 3M | -8.0% | -34.2% | +26.2% | -6.3% |
| 6M | -19.0% | -31.2% | +12.2% | -17.9% |
| YTD | -15.5% | -56.2% | +40.7% | -12.8% |
| 1Y | -10.8% | -51.7% | +40.8% | -8.5% |
| 3Y | +79.8% | -8.2% | +88.0% | +72.3% |
| 5Y | +59.3% | -92.8% | +152.0% | +43.0% |
| All | +59.3% | -92.2% | +151.5% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling