+133.4%
CDNS vs UPST
+7.9%
+125.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.8% |
| 7D | -14.0% | -3.5% | -10.5% | -13.7% |
| 30D | -13.2% | -7.1% | -6.0% | -12.6% |
| 3M | -28.9% | -13.1% | -15.8% | -28.1% |
| 6M | -4.2% | -1.1% | -3.1% | -4.4% |
| YTD | -6.4% | -35.9% | +29.5% | -3.5% |
| 1Y | -16.2% | -57.4% | +41.2% | -11.1% |
| 3Y | +20.2% | -14.9% | +35.0% | +14.7% |
| 5Y | +76.6% | -88.7% | +165.3% | +69.6% |
| All | +133.4% | +7.9% | +125.5% | +101.3% |
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