+86.8%
CHRW vs UPST
-88.8%
+175.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -1.4% | -3.5% | +2.1% | -1.2% |
| 30D | -3.5% | -7.1% | +3.7% | -3.2% |
| 3M | -19.4% | -13.1% | -6.3% | -19.0% |
| 6M | -21.4% | -1.1% | -20.3% | -21.7% |
| YTD | -7.1% | -35.9% | +28.7% | -5.8% |
| 1Y | +17.8% | -57.4% | +75.2% | +21.4% |
| 3Y | +78.8% | -14.9% | +93.6% | +71.6% |
| All | +86.8% | -88.8% | +175.6% | +74.1% |
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