+255.1%
CF vs UPST
-14.8%
+270.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.3% | +11.5% | +6.2% |
| 7D | +0.4% | -10.9% | +11.3% | +0.5% |
| 30D | +2.2% | -7.2% | +9.4% | +2.3% |
| 3M | +2.1% | -26.7% | +28.8% | +2.5% |
| 6M | -6.5% | -29.0% | +22.4% | -6.3% |
| YTD | +55.6% | -49.4% | +104.9% | +56.9% |
| 1Y | +42.3% | -47.0% | +89.3% | +43.3% |
| 3Y | +55.7% | -27.0% | +82.7% | +53.1% |
| 5Y | +122.4% | -93.3% | +215.7% | +116.9% |
| All | +255.1% | -14.8% | +270.0% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling