+195.1%
CCEP vs UPST
-24.8%
+219.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +2.1% | -10.6% | +12.7% | +2.4% |
| 30D | +10.6% | -14.0% | +24.6% | +11.0% |
| 3M | +10.3% | -36.8% | +47.2% | +11.6% |
| 6M | +31.1% | -27.5% | +58.6% | +31.9% |
| YTD | +32.1% | -55.3% | +87.4% | +34.4% |
| 1Y | +32.8% | -47.5% | +80.4% | +34.4% |
| 3Y | +111.3% | -10.4% | +121.8% | +106.4% |
| 5Y | +147.5% | -92.6% | +240.1% | +142.6% |
| All | +195.1% | -24.8% | +219.9% | +204.1% |
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