+22.4%
CDNS vs UPST
-4.9%
+27.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.4% |
| 7D | +1.0% | -10.6% | +11.6% | +2.3% |
| 30D | -2.0% | -14.0% | +12.0% | -0.3% |
| 3M | -0.2% | -36.8% | +36.6% | +5.4% |
| 6M | -8.9% | -27.5% | +18.6% | -5.6% |
| YTD | +3.3% | -55.3% | +58.6% | +12.1% |
| 1Y | +2.2% | -47.5% | +49.8% | +8.7% |
| 3Y | +22.4% | -10.4% | +32.8% | +29.5% |
| All | +22.4% | -4.9% | +27.3% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling