-12.1%
UPST vs CHD
+18.0%
-30.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.1% |
| 7D | -8.1% | -4.2% | -3.9% | -8.3% |
| 30D | -14.3% | -7.6% | -6.7% | -14.7% |
| 3M | -16.6% | -1.6% | -15.0% | -16.6% |
| 6M | -7.3% | -6.3% | -1.0% | -7.5% |
| YTD | -40.8% | +14.6% | -55.4% | -40.5% |
| 1Y | -62.4% | +1.6% | -64.0% | -62.5% |
| 3Y | -15.3% | +3.1% | -18.5% | -15.9% |
| 5Y | -91.1% | +21.1% | -112.1% | -91.2% |
| All | -12.1% | +18.0% | -30.2% | -11.0% |
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