+10.9%
CMG vs UPST
-48.7%
+59.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.4% | -3.6% | +4.3% |
| 7D | +22.5% | -3.1% | +25.7% | +22.9% |
| 30D | +14.1% | -4.0% | +18.1% | +14.5% |
| 3M | +4.1% | -22.9% | +27.0% | +8.1% |
| 6M | +10.1% | -27.1% | +37.2% | +14.7% |
| YTD | -4.9% | -46.5% | +41.7% | +3.0% |
| 1Y | +10.9% | -49.4% | +60.3% | +20.6% |
| All | +10.9% | -48.7% | +59.6% | +20.6% |
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