-42.4%
CAG vs UPST
+7.9%
-50.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.9% |
| 7D | -3.8% | -3.5% | -0.2% | -3.8% |
| 30D | +3.1% | -7.1% | +10.3% | +3.1% |
| 3M | +23.5% | -13.1% | +36.6% | +23.4% |
| 6M | -14.8% | -1.1% | -13.8% | -14.8% |
| YTD | -5.4% | -35.9% | +30.4% | -5.5% |
| 1Y | -11.8% | -57.4% | +45.6% | -11.9% |
| 3Y | -36.7% | -14.9% | -21.8% | -36.7% |
| 5Y | -40.3% | -88.7% | +48.4% | -39.9% |
| All | -42.4% | +7.9% | -50.3% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling