+43.5%
CG vs UPST
-6.9%
+50.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -2.9% |
| 7D | -1.5% | -13.5% | +12.0% | +1.5% |
| 30D | +5.7% | -19.6% | +25.3% | +10.3% |
| 3M | -17.9% | -34.2% | +16.3% | -10.8% |
| 6M | -20.2% | -31.2% | +11.0% | -14.8% |
| YTD | -32.0% | -56.2% | +24.2% | -21.5% |
| 1Y | -27.0% | -51.7% | +24.6% | -17.5% |
| All | +43.5% | -6.9% | +50.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling