+41.3%
CMS vs UPST
-20.9%
+62.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.2% |
| 7D | -1.1% | -12.1% | +10.9% | -1.0% |
| 30D | +6.6% | -13.4% | +20.0% | +6.7% |
| 3M | +0.8% | -31.2% | +32.0% | +1.1% |
| 6M | -3.3% | -28.3% | +25.0% | -3.1% |
| YTD | +2.7% | -53.0% | +55.7% | +3.3% |
| 1Y | -4.0% | -47.2% | +43.2% | -3.7% |
| 3Y | +37.6% | -1.5% | +39.1% | +36.0% |
| 5Y | +35.4% | -91.6% | +127.1% | +30.9% |
| All | +41.3% | -20.9% | +62.3% | +46.5% |
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