+126.6%
CDNS vs UPST
+3.8%
+122.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -2.6% |
| 7D | -9.2% | -1.5% | -7.7% | -9.1% |
| 30D | -16.3% | -13.2% | -3.0% | -15.2% |
| 3M | -27.9% | -13.0% | -15.0% | -27.1% |
| 6M | -4.3% | -2.9% | -1.4% | -4.4% |
| YTD | -9.1% | -38.3% | +29.2% | -6.0% |
| 1Y | -21.2% | -60.5% | +39.2% | -15.8% |
| 3Y | +19.4% | -11.7% | +31.1% | +13.7% |
| 5Y | +71.6% | -90.2% | +161.8% | +65.8% |
| All | +126.6% | +3.8% | +122.8% | +96.1% |
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