+192.1%
CFG vs UPST
-4.9%
+197.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | +3.2% | -10.6% | +13.8% | +4.9% |
| 30D | +5.1% | -14.0% | +19.1% | +7.3% |
| 3M | -11.2% | -36.8% | +25.6% | -5.2% |
| 6M | +9.6% | -27.5% | +37.1% | +13.7% |
| YTD | +15.0% | -55.3% | +70.2% | +27.1% |
| 1Y | +29.9% | -47.5% | +77.4% | +39.7% |
| 3Y | +192.1% | -10.4% | +202.5% | +156.8% |
| All | +192.1% | -4.9% | +197.0% | +156.8% |
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