+47.5%
CNH vs UPST
-14.4%
+61.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.8% |
| 7D | +8.6% | +4.4% | +4.1% | +8.2% |
| 30D | +12.6% | -7.7% | +20.2% | +13.1% |
| 3M | +17.5% | -28.4% | +45.9% | +20.3% |
| 6M | +18.1% | -23.2% | +41.3% | +19.9% |
| YTD | +40.4% | -49.1% | +89.5% | +46.1% |
| 1Y | +34.0% | -42.4% | +76.4% | +37.9% |
| 3Y | +35.3% | +5.4% | +29.9% | +27.3% |
| 5Y | -5.1% | -92.9% | +87.8% | -5.4% |
| All | +47.5% | -14.4% | +61.9% | +23.9% |
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