-22.8%
CCI vs UPST
-24.8%
+2.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +1.2% |
| 7D | +2.5% | -10.6% | +13.2% | +2.9% |
| 30D | +14.4% | -14.0% | +28.4% | +15.0% |
| 3M | +21.7% | -36.8% | +58.5% | +23.7% |
| 6M | +4.0% | -27.5% | +31.6% | +4.9% |
| YTD | +6.2% | -55.3% | +61.5% | +8.8% |
| 1Y | +5.4% | -47.5% | +53.0% | +7.3% |
| 3Y | +11.7% | -10.4% | +22.2% | +7.0% |
| 5Y | -35.6% | -92.6% | +57.0% | -38.4% |
| All | -22.8% | -24.8% | +2.0% | -24.1% |
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