+318.7%
COHR vs UPST
+3.8%
+314.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.8% | +10.9% | +7.6% |
| 7D | +11.0% | -1.5% | +12.5% | +11.1% |
| 30D | -20.4% | -13.2% | -7.2% | -19.0% |
| 3M | -24.9% | -13.0% | -11.9% | -23.5% |
| 6M | +28.1% | -2.9% | +30.9% | +27.8% |
| YTD | +63.6% | -38.3% | +101.9% | +72.3% |
| 1Y | +205.9% | -60.5% | +266.4% | +239.8% |
| 3Y | +809.3% | -11.7% | +821.0% | +766.9% |
| 5Y | +397.1% | -90.2% | +487.3% | +385.6% |
| All | +318.7% | +3.8% | +314.9% | +252.2% |
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