+62.3%
CI vs UPST
-14.4%
+76.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.7% |
| 7D | +0.1% | +4.4% | -4.3% | +0.1% |
| 30D | +4.7% | -7.7% | +12.3% | +4.7% |
| 3M | +5.2% | -28.4% | +33.7% | +5.6% |
| 6M | +3.8% | -23.2% | +27.0% | +4.0% |
| YTD | +9.2% | -49.1% | +58.3% | +9.9% |
| 1Y | +14.3% | -42.4% | +56.6% | +14.7% |
| 3Y | +8.4% | +5.4% | +3.1% | +6.3% |
| 5Y | +50.0% | -92.9% | +143.0% | +47.7% |
| All | +62.3% | -14.4% | +76.8% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling