+37.3%
CMS vs UPST
-13.8%
+51.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.2% |
| 7D | +0.4% | -3.5% | +3.9% | +0.4% |
| 30D | -3.6% | -7.1% | +3.5% | -3.5% |
| 3M | -1.9% | -13.1% | +11.2% | -1.8% |
| 6M | -11.0% | -1.1% | -9.9% | -11.1% |
| YTD | +0.2% | -35.9% | +36.1% | +0.7% |
| 1Y | -1.3% | -57.4% | +56.1% | -0.1% |
| All | +37.3% | -13.8% | +51.1% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling