+51.5%
CART vs UPST
-2.3%
+53.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.0% |
| 7D | +1.0% | -3.5% | +4.6% | +1.5% |
| 30D | +12.6% | -7.1% | +19.7% | +13.6% |
| 3M | +23.1% | -13.1% | +36.2% | +25.0% |
| 6M | +39.5% | -1.1% | +40.6% | +38.6% |
| YTD | +13.5% | -35.9% | +49.4% | +18.4% |
| 1Y | +14.9% | -57.4% | +72.3% | +24.9% |
| All | +51.5% | -2.3% | +53.8% | +25.3% |
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