+115.6%
CME vs UPST
-21.5%
+137.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.8% | +1.6% |
| 7D | +1.7% | -4.5% | +6.1% | +1.7% |
| 30D | +10.2% | -15.3% | +25.5% | +10.3% |
| 3M | +17.8% | -32.4% | +50.2% | +18.1% |
| 6M | +11.0% | -29.5% | +40.5% | +11.2% |
| YTD | +17.0% | -53.3% | +70.4% | +17.6% |
| 1Y | +15.8% | -47.4% | +63.2% | +16.2% |
| 3Y | +61.8% | -2.2% | +64.0% | +59.1% |
| 5Y | +72.5% | -92.0% | +164.5% | +68.9% |
| All | +115.6% | -21.5% | +137.1% | +99.7% |
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