+456.0%
CIEN vs UPST
-14.4%
+470.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.0% | +10.5% |
| 7D | -5.3% | +4.4% | -9.7% | -5.7% |
| 30D | -40.1% | -7.7% | -32.4% | -39.6% |
| 3M | -34.7% | -28.4% | -6.3% | -32.6% |
| 6M | -50.9% | -23.2% | -27.7% | -49.8% |
| YTD | +15.2% | -49.1% | +64.3% | +21.2% |
| 1Y | +35.2% | -42.4% | +77.5% | +40.4% |
| 3Y | +522.6% | +5.4% | +517.2% | +495.6% |
| 5Y | +344.2% | -92.9% | +437.1% | +338.9% |
| All | +456.0% | -14.4% | +470.4% | +369.6% |
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