-5.7%
CMG vs UPST
-90.4%
+84.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.1% |
| 7D | -6.5% | -8.1% | +1.6% | -5.6% |
| 30D | +12.1% | -14.3% | +26.4% | +13.8% |
| 3M | +20.6% | -16.6% | +37.2% | +22.6% |
| 6M | +2.1% | -7.3% | +9.4% | +2.0% |
| YTD | -2.6% | -40.8% | +38.2% | +1.5% |
| 1Y | -8.7% | -62.4% | +53.7% | -0.8% |
| 3Y | -7.4% | -15.3% | +7.9% | -14.5% |
| 5Y | -5.7% | -91.1% | +85.4% | -5.3% |
| All | -5.7% | -90.4% | +84.8% | -5.3% |
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