+110.9%
CCEP vs UPST
+2.1%
+108.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.1% |
| 7D | +1.7% | +4.4% | -2.8% | +1.5% |
| 30D | +12.7% | -7.7% | +20.4% | +12.9% |
| 3M | +8.5% | -28.4% | +36.9% | +9.4% |
| 6M | +25.6% | -23.2% | +48.7% | +26.1% |
| YTD | +30.9% | -49.1% | +80.0% | +32.8% |
| 1Y | +32.0% | -42.4% | +74.3% | +33.1% |
| 3Y | +110.9% | +5.4% | +105.6% | +110.8% |
| All | +110.9% | +2.1% | +108.9% | +110.8% |
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