+220.7%
CF vs UPST
-88.8%
+309.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.2% |
| 7D | +6.0% | -3.5% | +9.6% | +6.1% |
| 30D | +14.8% | -7.1% | +22.0% | +14.9% |
| 3M | +14.1% | -13.1% | +27.1% | +14.2% |
| 6M | +28.5% | -1.1% | +29.6% | +28.0% |
| YTD | +74.9% | -35.9% | +110.8% | +76.3% |
| 1Y | +61.7% | -57.4% | +119.1% | +64.5% |
| 3Y | +80.3% | -14.9% | +95.2% | +75.7% |
| All | +220.7% | -88.8% | +309.5% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling