-27.0%
CG vs UPST
-51.0%
+24.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -2.1% |
| 7D | -1.5% | -13.5% | +12.0% | +3.1% |
| 30D | +5.7% | -19.6% | +25.3% | +12.8% |
| 3M | -17.9% | -34.2% | +16.3% | -6.8% |
| 6M | -20.2% | -31.2% | +11.0% | -12.3% |
| YTD | -32.0% | -56.2% | +24.2% | -14.5% |
| 1Y | -27.0% | -51.7% | +24.6% | -11.9% |
| All | -27.0% | -51.0% | +24.0% | -11.9% |
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