+835.9%
CDE vs UPST
-14.8%
+850.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -1.9% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | +18.8% | -13.2% | +32.0% | +22.5% |
| 3M | +23.5% | -13.0% | +36.5% | +27.4% |
| 6M | -8.6% | -2.9% | -5.8% | -8.5% |
| YTD | +16.0% | -38.3% | +54.3% | +26.4% |
| 1Y | +42.1% | -60.5% | +102.5% | +66.6% |
| 3Y | +835.9% | -11.7% | +847.6% | +723.1% |
| All | +835.9% | -14.8% | +850.7% | +723.1% |
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 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