+104.3%
CEG vs UPST
-29.4%
+133.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | -4.7% | -4.9% | +0.2% | -4.2% |
| 30D | -16.6% | -8.9% | -7.7% | -15.7% |
| 3M | -4.1% | -26.3% | +22.2% | -0.1% |
| 6M | -22.3% | -23.7% | +1.4% | -20.0% |
| YTD | -28.9% | -49.9% | +21.0% | -22.9% |
| 1Y | -28.5% | -42.0% | +13.5% | -24.4% |
| 3Y | +104.3% | -25.3% | +129.6% | +109.2% |
| All | +104.3% | -29.4% | +133.7% | +109.2% |
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