+81.7%
CG vs UPST
+7.9%
+73.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -4.3% | -3.5% | -0.8% | -3.9% |
| 30D | -5.1% | -7.1% | +2.0% | -4.2% |
| 3M | +8.7% | -13.1% | +21.8% | +10.3% |
| 6M | -9.2% | -1.1% | -8.1% | -9.7% |
| YTD | -18.9% | -35.9% | +17.0% | -15.2% |
| 1Y | -25.6% | -57.4% | +31.8% | -19.1% |
| 3Y | +57.3% | -14.9% | +72.1% | +49.7% |
| 5Y | +10.2% | -88.7% | +98.8% | +3.5% |
| All | +81.7% | +7.9% | +73.8% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling