-42.1%
CMCSA vs UPST
-93.6%
+51.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | +5.0% | -4.9% | +9.9% | +5.3% |
| 30D | +16.5% | -8.9% | +25.3% | +17.0% |
| 3M | -1.6% | -26.3% | +24.7% | -0.1% |
| 6M | -5.0% | -23.7% | +18.7% | -4.0% |
| YTD | -8.3% | -49.9% | +41.7% | -5.6% |
| 1Y | +0.4% | -42.0% | +42.4% | +2.3% |
| 3Y | -31.0% | -25.3% | -5.7% | -33.9% |
| All | -42.1% | -93.6% | +51.5% | -48.9% |
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