+46.0%
CART vs UPST
-49.8%
+95.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | +1.3% | -10.6% | +11.9% | +3.3% |
| 30D | +19.2% | -14.0% | +33.2% | +22.0% |
| 3M | +17.6% | -36.8% | +54.4% | +27.5% |
| 6M | +47.4% | -27.5% | +74.9% | +55.2% |
| YTD | +30.9% | -55.3% | +86.2% | +46.3% |
| 1Y | +46.0% | -47.5% | +93.5% | +57.7% |
| All | +46.0% | -49.8% | +95.8% | +57.7% |
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