+85.7%
CAVA vs UPST
-4.9%
+90.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.1% |
| 7D | -1.6% | -10.6% | +9.1% | +0.9% |
| 30D | +12.9% | -14.0% | +26.9% | +16.4% |
| 3M | -19.3% | -36.8% | +17.5% | -11.0% |
| 6M | -19.5% | -27.5% | +8.1% | -14.6% |
| YTD | -0.8% | -55.3% | +54.5% | +15.0% |
| 1Y | +20.8% | -47.5% | +68.4% | +34.9% |
| 3Y | +85.7% | -10.4% | +96.1% | +85.2% |
| All | +85.7% | -4.9% | +90.6% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling