+194.8%
COHR vs UPST
-56.5%
+251.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.0% |
| 7D | +1.0% | -3.5% | +4.5% | +1.7% |
| 30D | -14.1% | -7.1% | -7.0% | -12.8% |
| 3M | -33.2% | -13.1% | -20.1% | -31.4% |
| 6M | +2.5% | -1.1% | +3.6% | +2.0% |
| YTD | +52.7% | -35.9% | +88.6% | +58.3% |
| 1Y | +194.8% | -57.4% | +252.2% | +219.3% |
| All | +194.8% | -56.5% | +251.3% | +219.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling