+38.8%
CAVA vs UPST
-22.1%
+60.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.1% |
| 7D | -9.2% | -3.5% | -5.7% | -8.5% |
| 30D | -8.2% | -7.1% | -1.1% | -6.8% |
| 3M | -15.3% | -13.1% | -2.2% | -13.2% |
| 6M | -23.6% | -1.1% | -22.5% | -24.5% |
| YTD | +3.5% | -35.9% | +39.4% | +11.2% |
| 1Y | -7.9% | -57.4% | +49.5% | +6.9% |
| 3Y | +38.7% | -14.9% | +53.5% | +23.5% |
| All | +38.8% | -22.1% | +60.9% | +26.5% |
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 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