+60.4%
CF vs UPST
-28.6%
+89.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.3% | +11.5% | +6.1% |
| 7D | +0.4% | -10.9% | +11.3% | +0.3% |
| 30D | +2.2% | -7.2% | +9.4% | +2.2% |
| 3M | +2.1% | -26.7% | +28.8% | +2.0% |
| 6M | -6.5% | -29.0% | +22.4% | -6.6% |
| YTD | +55.6% | -49.4% | +104.9% | +56.8% |
| 1Y | +42.3% | -47.0% | +89.3% | +43.1% |
| All | +60.4% | -28.6% | +89.0% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling