+72.5%
CART vs UPST
-23.7%
+96.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +3.0% | -4.9% | +7.9% | +3.5% |
| 30D | +28.6% | -8.9% | +37.4% | +29.9% |
| 3M | +29.1% | -26.3% | +55.4% | +34.1% |
| 6M | +44.7% | -23.7% | +68.4% | +48.9% |
| YTD | +29.2% | -49.9% | +79.2% | +39.0% |
| 1Y | +66.2% | -42.0% | +108.1% | +74.9% |
| 3Y | +112.8% | -25.3% | +138.1% | +89.4% |
| All | +72.5% | -23.7% | +96.2% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling