+195.0%
COHR vs UPST
-59.3%
+254.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.7% |
| 7D | +8.3% | -8.8% | +17.1% | +10.5% |
| 30D | -14.1% | -12.1% | -2.1% | -12.0% |
| 3M | -16.0% | -19.5% | +3.5% | -12.2% |
| 6M | +21.5% | -6.8% | +28.3% | +22.3% |
| YTD | +65.4% | -41.5% | +106.9% | +76.0% |
| 1Y | +195.0% | -58.9% | +253.9% | +245.1% |
| All | +195.0% | -59.3% | +254.3% | +245.1% |
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