+152.6%
CFG vs UPST
+7.9%
+144.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.5% | -3.5% | +5.1% | +1.9% |
| 30D | -3.8% | -7.1% | +3.3% | -3.3% |
| 3M | +11.5% | -13.1% | +24.6% | +12.6% |
| 6M | +19.2% | -1.1% | +20.3% | +18.4% |
| YTD | +23.7% | -35.9% | +59.6% | +27.5% |
| 1Y | +38.8% | -57.4% | +96.3% | +47.9% |
| 3Y | +178.9% | -14.9% | +193.8% | +165.4% |
| 5Y | +101.8% | -88.7% | +190.4% | +90.9% |
| All | +152.6% | +7.9% | +144.8% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling