+63.7%
CG vs UPST
-14.4%
+78.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +4.9% | +6.4% |
| 7D | +3.0% | +4.4% | -1.4% | +2.5% |
| 30D | +10.1% | -7.7% | +17.8% | +11.1% |
| 3M | -10.8% | -28.4% | +17.6% | -7.2% |
| 6M | -15.2% | -23.2% | +8.0% | -12.9% |
| YTD | -26.9% | -49.1% | +22.2% | -21.5% |
| 1Y | -17.0% | -42.4% | +25.3% | -12.3% |
| 3Y | +54.6% | +5.4% | +49.3% | +46.2% |
| 5Y | -16.7% | -92.9% | +76.2% | -19.6% |
| All | +63.7% | -14.4% | +78.1% | +59.7% |
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