+62.0%
CFG vs UPST
-93.6%
+155.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -0.9% | -4.9% | +4.0% | -0.4% |
| 30D | +1.1% | -8.9% | +9.9% | +2.1% |
| 3M | -12.0% | -26.3% | +14.3% | -9.0% |
| 6M | -2.2% | -23.7% | +21.5% | +0.2% |
| YTD | +11.4% | -49.9% | +61.4% | +19.2% |
| 1Y | +27.8% | -42.0% | +69.8% | +34.1% |
| 3Y | +173.3% | -25.3% | +198.6% | +158.0% |
| All | +62.0% | -93.6% | +155.6% | +59.5% |
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 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