+793.0%
COHR vs UPST
-19.3%
+812.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.7% |
| 7D | +10.9% | -12.0% | +22.9% | +14.0% |
| 30D | -10.8% | -16.0% | +5.3% | -7.6% |
| 3M | -17.4% | -17.2% | -0.2% | -13.9% |
| 6M | +12.5% | -10.9% | +23.3% | +14.0% |
| YTD | +58.8% | -42.6% | +101.4% | +75.1% |
| 1Y | +183.3% | -59.8% | +243.1% | +234.8% |
| All | +793.0% | -19.3% | +812.3% | +754.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling