+562.3%
CEG vs UPST
-81.5%
+643.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.3% | +5.3% | -2.2% |
| 7D | +1.7% | -4.5% | +6.1% | +2.0% |
| 30D | -10.2% | -15.3% | +5.1% | -8.8% |
| 3M | -0.8% | -32.4% | +31.6% | +2.9% |
| 6M | -11.5% | -29.5% | +18.0% | -9.0% |
| YTD | -23.9% | -53.3% | +29.5% | -19.0% |
| 1Y | -25.4% | -47.4% | +22.0% | -21.7% |
| 3Y | +124.2% | -2.2% | +126.4% | +118.8% |
| All | +562.3% | -81.5% | +643.8% | +550.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling