+10.1%
CME vs UPST
-59.7%
+69.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.2% |
| 7D | -2.9% | -1.5% | -1.4% | -2.9% |
| 30D | +5.5% | -13.2% | +18.7% | +5.0% |
| 3M | +11.0% | -13.0% | +23.9% | +10.5% |
| 6M | -9.7% | -2.9% | -6.8% | -10.0% |
| YTD | +4.9% | -38.3% | +43.2% | +4.9% |
| 1Y | +10.1% | -60.5% | +70.5% | +7.5% |
| All | +10.1% | -59.7% | +69.8% | +7.5% |
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