+65.7%
CNH vs UPST
+7.9%
+57.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.2% |
| 7D | +23.3% | -3.5% | +26.8% | +23.6% |
| 30D | +33.5% | -7.1% | +40.6% | +34.1% |
| 3M | +32.7% | -13.1% | +45.8% | +33.9% |
| 6M | +22.2% | -1.1% | +23.3% | +21.4% |
| YTD | +57.7% | -35.9% | +93.5% | +61.4% |
| 1Y | +28.0% | -57.4% | +85.4% | +34.7% |
| 3Y | +11.5% | -14.9% | +26.4% | +5.8% |
| 5Y | +11.9% | -88.7% | +100.5% | +8.5% |
| All | +65.7% | +7.9% | +57.8% | +36.9% |
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 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