+140.5%
CB vs UPST
+7.9%
+132.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +9.0% | -13.1% | +22.0% | +9.0% |
| 6M | +2.9% | -1.1% | +3.9% | +2.8% |
| YTD | +10.1% | -35.9% | +46.0% | +10.2% |
| 1Y | +22.8% | -57.4% | +80.2% | +23.1% |
| 3Y | +73.8% | -14.9% | +88.7% | +72.7% |
| 5Y | +99.2% | -88.7% | +187.8% | +94.7% |
| All | +140.5% | +7.9% | +132.6% | +145.2% |
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