+13.1%
CNH vs UPST
-88.8%
+101.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.2% |
| 7D | +23.3% | -3.5% | +26.8% | +23.7% |
| 30D | +33.5% | -7.1% | +40.6% | +34.2% |
| 3M | +32.7% | -13.1% | +45.8% | +34.1% |
| 6M | +22.2% | -1.1% | +23.3% | +21.2% |
| YTD | +57.7% | -35.9% | +93.5% | +62.1% |
| 1Y | +28.0% | -57.4% | +85.4% | +35.9% |
| 3Y | +11.5% | -14.9% | +26.4% | +4.5% |
| All | +13.1% | -88.8% | +101.9% | +12.4% |
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