-69.9%
CHWY vs UPST
-92.5%
+22.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -0.2% | -10.6% | +10.5% | +2.1% |
| 30D | +8.1% | -14.0% | +22.1% | +11.0% |
| 3M | +0.3% | -36.8% | +37.1% | +9.5% |
| 6M | +4.0% | -27.5% | +31.5% | +9.6% |
| YTD | -31.9% | -55.3% | +23.4% | -21.9% |
| 1Y | -32.8% | -47.5% | +14.8% | -25.8% |
| 3Y | +16.0% | -10.4% | +26.5% | -8.3% |
| All | -69.9% | -92.5% | +22.6% | -68.8% |
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