+2.8%
CNC vs UPST
-90.2%
+93.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -3.6% |
| 7D | -1.0% | -1.5% | +0.5% | -1.0% |
| 30D | -1.8% | -13.2% | +11.4% | -1.7% |
| 3M | -0.7% | -13.0% | +12.3% | -0.6% |
| 6M | +47.9% | -2.9% | +50.8% | +47.8% |
| YTD | +56.9% | -38.3% | +95.2% | +57.3% |
| 1Y | +123.9% | -60.5% | +184.4% | +125.0% |
| 3Y | -1.3% | -11.7% | +10.5% | -3.5% |
| 5Y | +2.8% | -90.2% | +92.9% | -3.0% |
| All | +2.8% | -90.2% | +93.0% | -3.0% |
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