+64.0%
CFG vs UPST
-93.2%
+157.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -2.5% |
| 7D | -2.2% | -10.9% | +8.7% | -0.8% |
| 30D | +0.4% | -7.2% | +7.6% | +1.1% |
| 3M | -12.6% | -26.7% | +14.1% | -9.5% |
| 6M | +0.6% | -29.0% | +29.6% | +4.0% |
| YTD | +12.4% | -49.4% | +61.8% | +20.1% |
| 1Y | +27.7% | -47.0% | +74.7% | +35.3% |
| 3Y | +172.4% | -27.0% | +199.4% | +157.7% |
| 5Y | +64.0% | -93.3% | +157.3% | +59.5% |
| All | +64.0% | -93.2% | +157.1% | +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