-1.5%
CMG vs UPST
-93.3%
+91.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.6% |
| 7D | +8.6% | +4.4% | +4.2% | +8.1% |
| 30D | +13.1% | -7.7% | +20.8% | +13.9% |
| 3M | +9.0% | -28.4% | +37.4% | +12.5% |
| 6M | +10.0% | -23.2% | +33.2% | +12.1% |
| YTD | -3.4% | -49.1% | +45.7% | +2.0% |
| 1Y | +16.8% | -42.4% | +59.2% | +21.6% |
| 3Y | -14.7% | +5.4% | -20.1% | -22.7% |
| 5Y | -1.5% | -92.9% | +91.4% | +7.6% |
| All | -1.5% | -93.3% | +91.8% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling