-25.7%
CAVA vs UPST
-32.6%
+6.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.8% | -2.2% |
| 7D | -4.4% | -13.5% | +9.1% | -0.6% |
| 30D | +8.2% | -19.6% | +27.9% | +14.2% |
| 3M | -17.4% | -34.2% | +16.7% | -8.9% |
| 6M | -25.7% | -31.2% | +5.5% | -17.5% |
| All | -25.7% | -32.6% | +6.9% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling