+25.9%
CMG vs UPST
-24.8%
+50.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +2.5% | -10.6% | +13.1% | +3.4% |
| 30D | +15.6% | -14.0% | +29.6% | +16.8% |
| 3M | +8.2% | -36.8% | +45.0% | +11.9% |
| 6M | +9.9% | -27.5% | +37.4% | +12.0% |
| YTD | -4.6% | -55.3% | +50.6% | +0.4% |
| 1Y | +12.4% | -47.5% | +60.0% | +16.8% |
| 3Y | -18.0% | -10.4% | -7.5% | -21.9% |
| 5Y | -5.3% | -92.6% | +87.3% | -7.7% |
| All | +25.9% | -24.8% | +50.7% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling