+15.0%
CNC vs UPST
-21.5%
+36.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.3% | +10.7% | +2.5% |
| 7D | +4.0% | -4.5% | +8.5% | +4.1% |
| 30D | +7.4% | -15.3% | +22.7% | +7.6% |
| 3M | +5.4% | -32.4% | +37.9% | +5.9% |
| 6M | +25.4% | -29.5% | +55.0% | +25.9% |
| YTD | +70.6% | -53.3% | +123.9% | +71.9% |
| 1Y | +104.9% | -47.4% | +152.3% | +106.1% |
| 3Y | -2.3% | -2.2% | -0.1% | -5.0% |
| 5Y | -6.5% | -92.0% | +85.6% | -7.2% |
| All | +15.0% | -21.5% | +36.5% | -0.5% |
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