+51.2%
CI vs UPST
-92.5%
+143.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | +1.2% | -10.6% | +11.8% | +1.3% |
| 30D | +2.6% | -14.0% | +16.5% | +2.8% |
| 3M | +7.4% | -36.8% | +44.3% | +8.1% |
| 6M | -0.1% | -27.5% | +27.4% | +0.2% |
| YTD | +9.7% | -55.3% | +65.0% | +10.9% |
| 1Y | +12.1% | -47.5% | +59.7% | +12.9% |
| 3Y | +7.0% | -10.4% | +17.5% | +4.1% |
| All | +51.2% | -92.5% | +143.7% | +47.7% |
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