+160.6%
CB vs UPST
-21.5%
+182.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.8% | +1.6% |
| 7D | +0.7% | -4.5% | +5.2% | +0.7% |
| 30D | +8.2% | -15.3% | +23.5% | +8.2% |
| 3M | +6.3% | -32.4% | +38.7% | +6.4% |
| 6M | +16.2% | -29.5% | +45.7% | +16.2% |
| YTD | +19.3% | -53.3% | +72.7% | +19.5% |
| 1Y | +29.2% | -47.4% | +76.6% | +29.3% |
| 3Y | +71.4% | -2.2% | +73.6% | +70.1% |
| 5Y | +104.2% | -92.0% | +196.3% | +99.4% |
| All | +160.6% | -21.5% | +182.1% | +165.9% |
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