+76.6%
CB vs UPST
-13.8%
+90.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +0.5% | -3.5% | +4.0% | +0.5% |
| 30D | -3.1% | -7.1% | +4.0% | -3.2% |
| 3M | +9.0% | -13.1% | +22.0% | +8.9% |
| 6M | +2.9% | -1.1% | +3.9% | +2.8% |
| YTD | +10.1% | -35.9% | +46.0% | +10.0% |
| 1Y | +22.8% | -57.4% | +80.2% | +22.6% |
| All | +76.6% | -13.8% | +90.4% | +76.7% |
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