-20.9%
CG vs UPST
-93.6%
+72.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -1.2% | -4.9% | +3.7% | -0.4% |
| 30D | +5.0% | -8.9% | +13.9% | +6.5% |
| 3M | -18.2% | -26.3% | +8.1% | -14.1% |
| 6M | -20.7% | -23.7% | +3.0% | -17.7% |
| YTD | -31.4% | -49.9% | +18.5% | -24.3% |
| 1Y | -22.3% | -42.0% | +19.7% | -16.3% |
| 3Y | +50.2% | -25.3% | +75.5% | +41.1% |
| All | -20.9% | -93.6% | +72.7% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling