+106.8%
CDE vs UPST
+7.9%
+99.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.7% |
| 7D | +0.5% | -3.5% | +4.1% | +1.0% |
| 30D | +21.9% | -7.1% | +29.0% | +23.0% |
| 3M | +14.9% | -13.1% | +28.0% | +17.1% |
| 6M | -10.5% | -1.1% | -9.4% | -10.6% |
| YTD | +19.3% | -35.9% | +55.1% | +24.9% |
| 1Y | +50.8% | -57.4% | +108.2% | +64.2% |
| 3Y | +782.3% | -14.9% | +797.2% | +737.0% |
| 5Y | +191.7% | -88.7% | +280.3% | +181.7% |
| All | +106.8% | +7.9% | +99.0% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling