+49.6%
CF vs UPST
-47.3%
+96.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.5% |
| 7D | -3.2% | -4.9% | +1.7% | -3.7% |
| 30D | +4.3% | -8.9% | +13.2% | +3.2% |
| 3M | +2.8% | -26.3% | +29.1% | -1.4% |
| 6M | +0.6% | -23.7% | +24.3% | -2.3% |
| YTD | +56.6% | -49.9% | +106.6% | +58.3% |
| 1Y | +49.6% | -42.0% | +91.6% | +44.3% |
| All | +49.6% | -47.3% | +96.9% | +44.3% |
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 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