-36.3%
CCI vs UPST
+3.8%
-40.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.3% |
| 7D | +0.2% | -1.5% | +1.7% | +0.2% |
| 30D | +0.5% | -13.2% | +13.7% | +1.0% |
| 3M | -16.3% | -13.0% | -3.3% | -16.0% |
| 6M | -13.9% | -2.9% | -11.1% | -14.2% |
| YTD | -12.4% | -38.3% | +25.9% | -11.3% |
| 1Y | -15.2% | -60.5% | +45.3% | -12.8% |
| 3Y | -9.9% | -11.7% | +1.9% | -13.7% |
| 5Y | -50.8% | -90.2% | +39.3% | -53.5% |
| All | -36.3% | +3.8% | -40.1% | -38.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling