+37.0%
CNH vs UPST
-24.8%
+61.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +3.0% | -10.6% | +13.7% | +4.0% |
| 30D | -0.6% | -14.0% | +13.4% | +0.5% |
| 3M | +14.6% | -36.8% | +51.5% | +18.5% |
| 6M | +11.8% | -27.5% | +39.3% | +14.0% |
| YTD | +30.4% | -55.3% | +85.7% | +37.1% |
| 1Y | +19.1% | -47.5% | +66.6% | +23.4% |
| 3Y | +30.2% | -10.4% | +40.6% | +24.0% |
| 5Y | -17.8% | -92.6% | +74.8% | -17.8% |
| All | +37.0% | -24.8% | +61.8% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling