+131.5%
CMI vs UPST
-24.8%
+156.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | +0.5% | -10.6% | +11.1% | +1.2% |
| 30D | -14.0% | -14.0% | 0.0% | -13.3% |
| 3M | -28.1% | -36.8% | +8.7% | -26.1% |
| 6M | -35.8% | -27.5% | -8.3% | -34.7% |
| YTD | -10.5% | -55.3% | +44.8% | -6.5% |
| 1Y | -1.9% | -47.5% | +45.7% | +1.4% |
| 3Y | +121.0% | -10.4% | +131.4% | +113.9% |
| 5Y | +114.6% | -92.6% | +207.2% | +112.7% |
| All | +131.5% | -24.8% | +156.3% | +114.0% |
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