+53.9%
CG vs UPST
-24.8%
+78.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +0.2% | -10.6% | +10.8% | +1.6% |
| 30D | +11.2% | -14.0% | +25.2% | +13.2% |
| 3M | -22.1% | -36.8% | +14.8% | -17.7% |
| 6M | -17.9% | -27.5% | +9.6% | -15.1% |
| YTD | -31.3% | -55.3% | +24.0% | -25.1% |
| 1Y | -24.0% | -47.5% | +23.6% | -18.7% |
| 3Y | +45.0% | -10.4% | +55.4% | +39.7% |
| 5Y | -22.6% | -92.6% | +70.0% | -24.2% |
| All | +53.9% | -24.8% | +78.6% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling