+33.7%
CFG vs UPST
-48.7%
+82.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +0.9% |
| 7D | +1.8% | -3.1% | +4.9% | +2.1% |
| 30D | +3.3% | -4.0% | +7.3% | +3.7% |
| 3M | -9.8% | -22.9% | +13.0% | -6.6% |
| 6M | +5.2% | -27.1% | +32.3% | +9.2% |
| YTD | +16.1% | -46.5% | +62.6% | +25.8% |
| 1Y | +33.7% | -49.4% | +83.1% | +45.5% |
| All | +33.7% | -48.7% | +82.4% | +45.5% |
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