+34.7%
CMS vs UPST
-93.6%
+128.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.1% |
| 7D | -1.3% | -4.9% | +3.6% | -1.2% |
| 30D | +6.3% | -8.9% | +15.2% | +6.4% |
| 3M | -2.1% | -26.3% | +24.3% | -1.6% |
| 6M | -5.1% | -23.7% | +18.6% | -4.8% |
| YTD | +1.3% | -49.9% | +51.2% | +2.1% |
| 1Y | -1.4% | -42.0% | +40.6% | -0.9% |
| 3Y | +36.9% | -25.3% | +62.2% | +34.0% |
| All | +34.7% | -93.6% | +128.2% | +23.9% |
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 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