+639.5%
CEG vs UPST
-74.6%
+714.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.1% |
| 7D | +8.0% | -3.5% | +11.6% | +8.4% |
| 30D | +12.9% | -7.1% | +20.1% | +13.7% |
| 3M | +13.2% | -13.1% | +26.2% | +14.4% |
| 6M | -7.0% | -1.1% | -5.9% | -7.6% |
| YTD | -15.0% | -35.9% | +20.9% | -12.2% |
| 1Y | -2.7% | -57.4% | +54.7% | +4.0% |
| 3Y | +184.1% | -14.9% | +198.9% | +175.4% |
| All | +639.5% | -74.6% | +714.1% | +605.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling