+154.5%
CRH vs UPST
-1.6%
+156.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.9% |
| 7D | -6.1% | -8.8% | +2.7% | -5.3% |
| 30D | -9.3% | -12.1% | +2.8% | -8.3% |
| 3M | -15.2% | -19.5% | +4.3% | -13.8% |
| 6M | -14.2% | -6.8% | -7.4% | -14.1% |
| YTD | -28.3% | -41.5% | +13.2% | -25.8% |
| 1Y | -21.8% | -58.9% | +37.1% | -17.2% |
| 3Y | +71.6% | -15.2% | +86.8% | +65.1% |
| 5Y | +96.6% | -90.5% | +187.2% | +91.5% |
| All | +154.5% | -1.6% | +156.1% | +111.9% |
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