+31.9%
CMG vs UPST
+7.9%
+24.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -2.8% | -3.5% | +0.7% | -2.5% |
| 30D | +7.1% | -7.1% | +14.2% | +7.7% |
| 3M | +31.2% | -13.1% | +44.2% | +32.3% |
| 6M | +0.7% | -1.1% | +1.8% | +0.1% |
| YTD | -0.1% | -35.9% | +35.7% | +2.4% |
| 1Y | -10.7% | -57.4% | +46.7% | -5.9% |
| 3Y | -4.7% | -14.9% | +10.2% | -9.4% |
| 5Y | -3.8% | -88.7% | +84.9% | -8.6% |
| All | +31.9% | +7.9% | +24.1% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling