+19.6%
CME vs UPST
-48.7%
+68.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | +1.8% |
| 7D | +4.8% | -3.1% | +8.0% | +4.7% |
| 30D | +14.2% | -4.0% | +18.1% | +14.0% |
| 3M | +17.9% | -22.9% | +40.8% | +16.6% |
| 6M | +7.2% | -27.1% | +34.4% | +6.3% |
| YTD | +16.7% | -46.5% | +63.3% | +16.2% |
| 1Y | +19.6% | -49.4% | +69.0% | +19.1% |
| All | +19.6% | -48.7% | +68.2% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling