+64.2%
CNP vs UPST
-3.8%
+67.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.3% | +1.2% |
| 7D | -3.0% | -4.5% | +1.5% | -3.0% |
| 30D | +6.8% | -15.3% | +22.2% | +7.1% |
| 3M | +3.6% | -32.4% | +36.1% | +4.2% |
| 6M | 0.0% | -29.5% | +29.5% | +0.4% |
| YTD | +9.4% | -53.3% | +62.7% | +10.6% |
| 1Y | +6.8% | -47.4% | +54.2% | +7.6% |
| 3Y | +64.2% | -2.2% | +66.4% | +54.8% |
| All | +64.2% | -3.8% | +67.9% | +54.8% |
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