+518.2%
CEG vs UPST
-80.2%
+598.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | -4.7% | -4.9% | +0.2% | -4.4% |
| 30D | -16.6% | -8.9% | -7.7% | -16.0% |
| 3M | -4.1% | -26.3% | +22.2% | -1.4% |
| 6M | -22.3% | -23.7% | +1.4% | -20.7% |
| YTD | -28.9% | -49.9% | +21.0% | -25.0% |
| 1Y | -28.5% | -42.0% | +13.5% | -25.7% |
| 3Y | +104.3% | -25.3% | +129.6% | +101.5% |
| All | +518.2% | -80.2% | +598.4% | +503.3% |
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 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