-29.0%
CDE vs UPST
-32.6%
+3.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.9% | +2.0% | -1.1% |
| 7D | -2.3% | -13.5% | +11.2% | +5.8% |
| 30D | -12.1% | -19.6% | +7.6% | -1.8% |
| 3M | -23.9% | -34.2% | +10.3% | -5.1% |
| 6M | -29.0% | -31.2% | +2.2% | -15.0% |
| All | -29.0% | -32.6% | +3.5% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling