-42.8%
CAG vs UPST
-21.5%
-21.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.7% |
| 7D | +6.6% | -4.5% | +11.1% | +6.6% |
| 30D | +13.9% | -15.3% | +29.2% | +13.9% |
| 3M | +4.0% | -32.4% | +36.5% | +3.9% |
| 6M | +10.0% | -29.5% | +39.5% | +9.9% |
| YTD | -6.1% | -53.3% | +47.2% | -6.3% |
| 1Y | -4.3% | -47.4% | +43.0% | -4.4% |
| 3Y | -34.6% | -2.2% | -32.4% | -34.6% |
| 5Y | -39.4% | -92.0% | +52.6% | -39.2% |
| All | -42.8% | -21.5% | -21.3% | -41.5% |
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