+181.6%
CMI vs UPST
-3.5%
+185.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | +0.8% | -12.0% | +12.8% | +1.7% |
| 30D | -12.8% | -16.0% | +3.2% | -11.8% |
| 3M | -12.4% | -17.2% | +4.7% | -11.5% |
| 6M | -0.9% | -10.9% | +10.0% | -0.7% |
| YTD | +8.9% | -42.6% | +51.5% | +12.0% |
| 1Y | +37.7% | -59.8% | +97.5% | +44.4% |
| 3Y | +148.9% | -17.9% | +166.7% | +140.6% |
| 5Y | +164.4% | -90.7% | +255.1% | +158.3% |
| All | +181.6% | -3.5% | +185.0% | +156.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling