-75.3%
CHWY vs UPST
+3.8%
-79.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.0% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -1.1% | -13.2% | +12.1% | +1.2% |
| 3M | +15.5% | -13.0% | +28.5% | +17.8% |
| 6M | -8.5% | -2.9% | -5.6% | -9.1% |
| YTD | -29.6% | -38.3% | +8.7% | -25.1% |
| 1Y | -44.1% | -60.5% | +16.4% | -36.4% |
| 3Y | +1.2% | -11.7% | +13.0% | -13.4% |
| 5Y | -69.4% | -90.2% | +20.8% | -71.7% |
| All | -75.3% | +3.8% | -79.0% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling