+95.3%
CME vs UPST
+7.9%
+87.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.3% |
| 7D | -1.6% | -3.5% | +2.0% | -1.6% |
| 30D | +6.2% | -7.1% | +13.4% | +6.3% |
| 3M | +10.4% | -13.1% | +23.5% | +10.5% |
| 6M | -9.5% | -1.1% | -8.4% | -9.6% |
| YTD | +6.0% | -35.9% | +41.9% | +6.3% |
| 1Y | +9.3% | -57.4% | +66.7% | +10.0% |
| 3Y | +57.7% | -14.9% | +72.5% | +55.7% |
| 5Y | +77.7% | -88.7% | +166.3% | +73.7% |
| All | +95.3% | +7.9% | +87.4% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling