+39.9%
CMS vs UPST
-28.6%
+68.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | -0.4% |
| 7D | +1.7% | -10.9% | +12.5% | +1.8% |
| 30D | +8.6% | -7.2% | +15.8% | +8.7% |
| 3M | -0.5% | -26.7% | +26.2% | -0.1% |
| 6M | -4.2% | -29.0% | +24.8% | -3.9% |
| YTD | +3.4% | -49.4% | +52.8% | +4.2% |
| 1Y | +0.4% | -47.0% | +47.4% | +1.0% |
| All | +39.9% | -28.6% | +68.5% | +33.2% |
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 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