+99.7%
CDE vs UPST
-92.5%
+192.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.6% |
| 7D | -9.6% | -10.6% | +1.0% | -7.8% |
| 30D | -6.7% | -14.0% | +7.3% | -4.3% |
| 3M | -24.2% | -36.8% | +12.6% | -18.2% |
| 6M | -29.1% | -27.5% | -1.6% | -25.1% |
| YTD | -21.5% | -55.3% | +33.8% | -11.4% |
| 1Y | -7.4% | -47.5% | +40.2% | +1.8% |
| 3Y | +596.3% | -10.4% | +606.7% | +550.2% |
| All | +99.7% | -92.5% | +192.1% | +129.5% |
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