+168.4%
CDNS vs UPST
-14.4%
+182.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.5% | +5.0% |
| 7D | +2.1% | +4.4% | -2.3% | +1.7% |
| 30D | -4.6% | -7.7% | +3.1% | -4.0% |
| 3M | -0.8% | -28.4% | +27.6% | +2.0% |
| 6M | -7.2% | -23.2% | +16.0% | -5.4% |
| YTD | +7.7% | -49.1% | +56.8% | +13.0% |
| 1Y | +3.5% | -42.4% | +45.9% | +7.4% |
| 3Y | +31.2% | +5.4% | +25.9% | +24.2% |
| 5Y | +84.5% | -92.9% | +177.4% | +81.8% |
| All | +168.4% | -14.4% | +182.8% | +135.9% |
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 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