+52.7%
CI vs UPST
-91.6%
+144.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.3% | +10.8% | +2.7% |
| 7D | +2.6% | -4.5% | +7.1% | +2.7% |
| 30D | +7.3% | -15.3% | +22.6% | +7.6% |
| 3M | +9.5% | -32.4% | +41.9% | +10.1% |
| 6M | +6.4% | -29.5% | +36.0% | +6.9% |
| YTD | +12.0% | -53.3% | +65.3% | +13.1% |
| 1Y | +20.1% | -47.4% | +67.4% | +20.9% |
| 3Y | +9.6% | -2.2% | +11.8% | +6.4% |
| 5Y | +52.7% | -92.0% | +144.8% | +51.9% |
| All | +52.7% | -91.6% | +144.3% | +51.9% |
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