+54.3%
CI vs UPST
+7.9%
+46.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +1.3% | -3.5% | +4.8% | +1.3% |
| 30D | +4.4% | -7.1% | +11.6% | +4.5% |
| 3M | +0.7% | -13.1% | +13.7% | +0.8% |
| 6M | +0.3% | -1.1% | +1.4% | +0.2% |
| YTD | +3.8% | -35.9% | +39.7% | +4.2% |
| 1Y | -5.5% | -57.4% | +51.9% | -4.7% |
| 3Y | +8.1% | -14.9% | +23.0% | +6.4% |
| 5Y | +42.8% | -88.7% | +131.5% | +40.2% |
| All | +54.3% | +7.9% | +46.4% | +56.8% |
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