+61.7%
CF vs UPST
-56.5%
+118.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.4% |
| 7D | +6.0% | -3.5% | +9.6% | +5.6% |
| 30D | +14.8% | -7.1% | +22.0% | +14.1% |
| 3M | +14.1% | -13.1% | +27.1% | +13.3% |
| 6M | +28.5% | -1.1% | +29.6% | +29.3% |
| YTD | +74.9% | -35.9% | +110.8% | +81.7% |
| 1Y | +61.7% | -57.4% | +119.1% | +64.2% |
| All | +61.7% | -56.5% | +118.2% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling