-16.0%
CAG vs UPST
-62.0%
+46.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -1.0% |
| 7D | -6.6% | -8.1% | +1.5% | -6.7% |
| 30D | +2.3% | -14.3% | +16.6% | +2.1% |
| 3M | +16.3% | -16.6% | +33.0% | +16.0% |
| 6M | -16.0% | -7.3% | -8.8% | -15.8% |
| YTD | -7.7% | -40.8% | +33.1% | -8.0% |
| 1Y | -16.0% | -62.4% | +46.4% | -16.3% |
| All | -16.0% | -62.0% | +46.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling