+105.5%
CB vs UPST
-93.2%
+198.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.6% |
| 7D | +2.6% | -10.9% | +13.5% | +2.7% |
| 30D | +11.2% | -7.2% | +18.4% | +11.2% |
| 3M | +5.7% | -26.7% | +32.4% | +6.0% |
| 6M | +15.9% | -29.0% | +44.9% | +16.1% |
| YTD | +20.2% | -49.4% | +69.5% | +20.7% |
| 1Y | +32.4% | -47.0% | +79.4% | +32.9% |
| 3Y | +75.5% | -27.0% | +102.5% | +72.6% |
| 5Y | +105.5% | -93.3% | +198.8% | +109.5% |
| All | +105.5% | -93.2% | +198.7% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling