+170.3%
CMI vs UPST
-90.0%
+260.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +4.0% | +0.5% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | -12.5% | -13.2% | +0.7% | -11.5% |
| 3M | -16.2% | -13.0% | -3.2% | -15.4% |
| 6M | +4.9% | -2.9% | +7.7% | +4.3% |
| YTD | +11.1% | -38.3% | +49.4% | +14.6% |
| 1Y | +43.4% | -60.5% | +103.8% | +52.6% |
| 3Y | +154.1% | -11.7% | +165.8% | +140.2% |
| All | +170.3% | -90.0% | +260.3% | +176.1% |
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