+639.7%
CEG vs UPST
-75.6%
+715.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.4% |
| 7D | +6.7% | -1.5% | +8.2% | +6.8% |
| 30D | +11.0% | -13.2% | +24.2% | +12.5% |
| 3M | +19.5% | -13.0% | +32.5% | +20.8% |
| 6M | -5.9% | -2.9% | -3.0% | -6.3% |
| YTD | -15.0% | -38.3% | +23.3% | -11.9% |
| 1Y | +0.6% | -60.5% | +61.1% | +8.4% |
| 3Y | +180.6% | -11.7% | +192.4% | +171.9% |
| All | +639.7% | -75.6% | +715.3% | +608.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling