+62.4%
CART vs UPST
-48.7%
+111.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.8% | -0.2% |
| 7D | +1.4% | -3.1% | +4.5% | +1.8% |
| 30D | +29.7% | -4.0% | +33.7% | +30.2% |
| 3M | +29.7% | -22.9% | +52.6% | +35.7% |
| 6M | +36.8% | -27.1% | +63.9% | +44.0% |
| YTD | +31.7% | -46.5% | +78.2% | +42.7% |
| 1Y | +62.4% | -49.4% | +111.8% | +75.9% |
| All | +62.4% | -48.7% | +111.1% | +75.9% |
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 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