+28.0%
CB vs UPST
-49.8%
+77.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.2% |
| 7D | +2.9% | -10.6% | +13.6% | +2.5% |
| 30D | +7.3% | -14.0% | +21.3% | +6.7% |
| 3M | +9.4% | -36.8% | +46.2% | +7.3% |
| 6M | +19.6% | -27.5% | +47.2% | +17.9% |
| YTD | +21.5% | -55.3% | +76.8% | +18.6% |
| 1Y | +28.0% | -47.5% | +75.5% | +25.9% |
| All | +28.0% | -49.8% | +77.8% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling