+53.6%
CG vs UPST
-15.8%
+69.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -1.2% | -4.9% | +3.7% | -0.6% |
| 30D | +5.0% | -8.9% | +13.9% | +6.1% |
| 3M | -18.2% | -26.3% | +8.1% | -15.2% |
| 6M | -20.7% | -23.7% | +3.0% | -18.5% |
| YTD | -31.4% | -49.9% | +18.5% | -26.2% |
| 1Y | -22.3% | -42.0% | +19.7% | -17.9% |
| 3Y | +50.2% | -25.3% | +75.5% | +45.8% |
| 5Y | -22.1% | -93.4% | +71.3% | -24.6% |
| All | +53.6% | -15.8% | +69.4% | +50.1% |
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