-34.4%
CAG vs UPST
+2.1%
-36.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | +4.6% | +4.4% | +0.2% | +4.6% |
| 30D | +14.7% | -7.7% | +22.3% | +14.6% |
| 3M | +2.4% | -28.4% | +30.8% | +2.2% |
| 6M | +10.7% | -23.2% | +33.9% | +10.6% |
| YTD | -5.5% | -49.1% | +43.6% | -5.7% |
| 1Y | -4.6% | -42.4% | +37.8% | -4.8% |
| 3Y | -34.4% | +5.4% | -39.8% | -35.9% |
| All | -34.4% | +2.1% | -36.5% | -35.9% |
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