+155.1%
CDNS vs UPST
-15.8%
+170.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.9% | +2.8% |
| 7D | -2.4% | -4.9% | +2.5% | -2.0% |
| 30D | -10.2% | -8.9% | -1.3% | -9.5% |
| 3M | -5.5% | -26.3% | +20.9% | -3.1% |
| 6M | -9.9% | -23.7% | +13.9% | -8.0% |
| YTD | +2.3% | -49.9% | +52.3% | +7.6% |
| 1Y | -1.4% | -42.0% | +40.6% | +2.2% |
| 3Y | +28.1% | -25.3% | +53.4% | +23.9% |
| 5Y | +79.7% | -93.4% | +173.1% | +77.6% |
| All | +155.1% | -15.8% | +170.9% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling