+71.7%
CME vs UPST
-92.6%
+164.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.7% | 0.0% |
| 7D | +2.7% | -13.5% | +16.2% | +2.8% |
| 30D | +13.5% | -19.6% | +33.1% | +13.7% |
| 3M | +20.9% | -34.2% | +55.1% | +21.4% |
| 6M | +11.5% | -31.2% | +42.7% | +11.8% |
| YTD | +19.5% | -56.2% | +75.7% | +20.4% |
| 1Y | +17.2% | -51.7% | +68.9% | +17.9% |
| 3Y | +65.1% | -8.2% | +73.4% | +60.4% |
| All | +71.7% | -92.6% | +164.4% | +77.9% |
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