+133.3%
CEG vs UPST
+2.1%
+131.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.6% | +8.8% | +10.2% |
| 7D | +7.3% | +4.4% | +2.9% | +6.4% |
| 30D | -7.4% | -7.7% | +0.3% | -6.5% |
| 3M | +2.5% | -28.4% | +30.9% | +7.4% |
| 6M | -8.8% | -23.2% | +14.4% | -6.0% |
| YTD | -21.5% | -49.1% | +27.6% | -14.8% |
| 1Y | -22.5% | -42.4% | +19.8% | -17.8% |
| 3Y | +133.3% | +5.4% | +128.0% | +131.6% |
| All | +133.3% | +2.1% | +131.3% | +131.6% |
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