-2.8%
CMS vs UPST
-48.7%
+45.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +0.2% |
| 7D | +0.5% | -4.5% | +5.0% | +0.4% |
| 30D | +7.4% | -15.3% | +22.7% | +7.1% |
| 3M | +1.9% | -32.4% | +34.3% | +1.1% |
| 6M | -2.3% | -29.5% | +27.2% | -3.0% |
| YTD | +3.0% | -53.3% | +56.3% | +1.8% |
| 1Y | -2.8% | -47.4% | +44.6% | -5.2% |
| All | -2.8% | -48.7% | +45.9% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling