-18.9%
CG vs UPST
-48.7%
+29.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | +1.2% |
| 7D | +2.0% | -4.5% | +6.4% | +3.4% |
| 30D | +8.5% | -15.3% | +23.8% | +13.9% |
| 3M | -12.1% | -32.4% | +20.3% | -1.1% |
| 6M | -16.4% | -29.5% | +13.1% | -8.7% |
| YTD | -28.0% | -53.3% | +25.4% | -11.1% |
| 1Y | -18.9% | -47.4% | +28.5% | -4.1% |
| All | -18.9% | -48.7% | +29.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling