+54.5%
CI vs UPST
-93.2%
+147.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -1.2% |
| 7D | +1.0% | -10.9% | +11.9% | +1.2% |
| 30D | +9.9% | -7.2% | +17.1% | +10.0% |
| 3M | +12.1% | -26.7% | +38.8% | +12.5% |
| 6M | +10.6% | -29.0% | +39.6% | +11.0% |
| YTD | +11.4% | -49.4% | +60.8% | +12.3% |
| 1Y | +18.8% | -47.0% | +65.7% | +19.6% |
| 3Y | +2.9% | -27.0% | +29.8% | +0.7% |
| 5Y | +54.5% | -93.3% | +147.8% | +53.4% |
| All | +54.5% | -93.2% | +147.7% | +53.4% |
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 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