-33.6%
UPST vs CHD
+40.5%
-74.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.2% |
| 7D | -10.6% | +3.6% | -14.3% | -10.5% |
| 30D | -14.0% | +10.4% | -24.4% | -13.5% |
| 3M | -36.8% | +12.2% | -49.0% | -36.5% |
| 6M | -27.5% | +19.9% | -47.4% | -26.7% |
| YTD | -55.3% | +36.4% | -91.7% | -54.6% |
| 1Y | -47.5% | +35.1% | -82.7% | -46.8% |
| 3Y | -10.4% | +29.2% | -39.6% | -10.3% |
| 5Y | -92.6% | +33.4% | -126.0% | -92.9% |
| All | -33.6% | +40.5% | -74.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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