+14.1%
CME vs UPST
-44.0%
+58.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.4% |
| 7D | -0.6% | +4.4% | -5.0% | -0.4% |
| 30D | +8.5% | -7.7% | +16.2% | +8.2% |
| 3M | +16.0% | -28.4% | +44.5% | +14.4% |
| 6M | +9.3% | -23.2% | +32.5% | +8.1% |
| YTD | +15.3% | -49.1% | +64.4% | +14.7% |
| All | +14.1% | -44.0% | +58.1% | +12.7% |
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 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