+323.5%
COHR vs UPST
-1.6%
+325.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.9% |
| 7D | +8.3% | -8.8% | +17.1% | +9.7% |
| 30D | -14.1% | -12.1% | -2.1% | -12.8% |
| 3M | -16.0% | -19.5% | +3.5% | -13.5% |
| 6M | +21.5% | -6.8% | +28.3% | +21.9% |
| YTD | +65.4% | -41.5% | +106.9% | +75.6% |
| 1Y | +195.0% | -58.9% | +253.9% | +226.3% |
| 3Y | +830.2% | -15.2% | +845.3% | +792.1% |
| 5Y | +397.1% | -90.5% | +487.6% | +389.0% |
| All | +323.5% | -1.6% | +325.1% | +259.0% |
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