+23.3%
CAVA vs UPST
-30.3%
+53.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.4% | -3.8% |
| 7D | -12.4% | -12.0% | -0.4% | -9.9% |
| 30D | -11.2% | -16.0% | +4.8% | -7.8% |
| 3M | -33.8% | -17.2% | -16.6% | -31.3% |
| 6M | -32.5% | -10.9% | -21.7% | -31.8% |
| YTD | -8.0% | -42.6% | +34.6% | +1.3% |
| 1Y | -17.1% | -59.8% | +42.7% | -2.4% |
| 3Y | +37.8% | -17.9% | +55.7% | +24.3% |
| All | +23.3% | -30.3% | +53.6% | +15.3% |
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 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