-8.7%
CMG vs UPST
-62.0%
+53.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.7% |
| 7D | -6.5% | -8.1% | +1.6% | -5.0% |
| 30D | +12.1% | -14.3% | +26.4% | +15.1% |
| 3M | +20.6% | -16.6% | +37.2% | +24.0% |
| 6M | +2.1% | -7.3% | +9.4% | +0.7% |
| YTD | -2.6% | -40.8% | +38.2% | +5.4% |
| 1Y | -8.7% | -62.4% | +53.7% | +5.6% |
| All | -8.7% | -62.0% | +53.4% | +5.6% |
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