+71.0%
CME vs UPST
-93.6%
+164.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +0.9% | -4.9% | +5.8% | +1.0% |
| 30D | +13.2% | -8.9% | +22.0% | +13.3% |
| 3M | +16.3% | -26.3% | +42.6% | +16.6% |
| 6M | +7.1% | -23.7% | +30.9% | +7.3% |
| YTD | +15.8% | -49.9% | +65.8% | +16.6% |
| 1Y | +17.1% | -42.0% | +59.0% | +17.5% |
| 3Y | +63.2% | -25.3% | +88.4% | +59.7% |
| All | +71.0% | -93.6% | +164.6% | +76.8% |
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