+202.9%
CDE vs UPST
-90.4%
+293.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.7% | +2.3% |
| 7D | -2.0% | -8.1% | +6.1% | -0.6% |
| 30D | +15.7% | -14.3% | +30.0% | +18.6% |
| 3M | +30.5% | -16.6% | +47.2% | +34.5% |
| 6M | -7.4% | -7.3% | -0.1% | -6.6% |
| YTD | +17.9% | -40.8% | +58.7% | +26.8% |
| 1Y | +46.7% | -62.4% | +109.1% | +67.1% |
| 3Y | +851.3% | -15.3% | +866.6% | +779.9% |
| 5Y | +202.9% | -91.1% | +294.0% | +201.2% |
| All | +202.9% | -90.4% | +293.4% | +201.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling