+17.8%
CMG vs UPST
-48.7%
+66.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.8% |
| 7D | +8.0% | -4.5% | +12.5% | +8.7% |
| 30D | +13.7% | -15.3% | +29.0% | +16.2% |
| 3M | +11.8% | -32.4% | +44.2% | +18.3% |
| 6M | +10.6% | -29.5% | +40.1% | +15.0% |
| YTD | -2.9% | -53.3% | +50.4% | +7.0% |
| 1Y | +17.8% | -47.4% | +65.2% | +23.6% |
| All | +17.8% | -48.7% | +66.5% | +23.6% |
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