-71.9%
CHWY vs UPST
-91.3%
+19.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +2.2% |
| 7D | -12.0% | -12.0% | 0.0% | -9.6% |
| 30D | -6.2% | -16.0% | +9.8% | -2.9% |
| 3M | +5.5% | -17.2% | +22.7% | +9.3% |
| 6M | -17.8% | -10.9% | -6.9% | -17.0% |
| YTD | -36.2% | -42.6% | +6.4% | -30.1% |
| 1Y | -40.0% | -59.8% | +19.8% | -30.1% |
| 3Y | -8.3% | -17.9% | +9.6% | -25.5% |
| 5Y | -71.9% | -90.7% | +18.8% | -73.3% |
| All | -71.9% | -91.3% | +19.4% | -73.3% |
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 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