-37.1%
CAG vs UPST
-14.8%
-22.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.4% |
| 7D | -5.3% | -1.5% | -3.8% | -5.3% |
| 30D | +1.0% | -13.2% | +14.2% | +0.9% |
| 3M | +17.4% | -13.0% | +30.3% | +17.3% |
| 6M | -16.8% | -2.9% | -13.9% | -16.8% |
| YTD | -6.8% | -38.3% | +31.5% | -6.8% |
| 1Y | -15.4% | -60.5% | +45.1% | -15.4% |
| 3Y | -37.1% | -11.7% | -25.3% | -38.8% |
| All | -37.1% | -14.8% | -22.3% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling