+402.5%
CIEN vs UPST
-15.8%
+418.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.6% |
| 7D | -24.1% | -4.9% | -19.2% | -23.7% |
| 30D | -45.5% | -8.9% | -36.6% | -45.0% |
| 3M | -39.7% | -26.3% | -13.4% | -38.0% |
| 6M | -57.8% | -23.7% | -34.1% | -56.9% |
| YTD | +4.1% | -49.9% | +54.0% | +9.7% |
| 1Y | +20.8% | -42.0% | +62.8% | +25.4% |
| 3Y | +463.1% | -25.3% | +488.4% | +450.0% |
| 5Y | +302.3% | -93.4% | +395.7% | +298.6% |
| All | +402.5% | -15.8% | +418.3% | +324.9% |
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 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