-44.8%
CMCSA vs UPST
-88.8%
+44.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -2.1% | -3.5% | +1.4% | -1.9% |
| 30D | +7.0% | -7.1% | +14.1% | +7.4% |
| 3M | +15.1% | -13.1% | +28.2% | +15.8% |
| 6M | -15.4% | -1.1% | -14.3% | -15.7% |
| YTD | -1.9% | -35.9% | +34.0% | -0.3% |
| 1Y | -12.7% | -57.4% | +44.7% | -9.5% |
| 3Y | -31.0% | -14.9% | -16.1% | -34.4% |
| All | -44.8% | -88.8% | +44.0% | -49.4% |
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