+73.4%
CNP vs UPST
-92.5%
+165.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.5% |
| 7D | +1.3% | -10.6% | +11.9% | +1.5% |
| 30D | +3.8% | -14.0% | +17.8% | +4.1% |
| 3M | +2.4% | -36.8% | +39.2% | +3.3% |
| 6M | -1.2% | -27.5% | +26.3% | -0.7% |
| YTD | +9.3% | -55.3% | +64.5% | +10.8% |
| 1Y | +6.4% | -47.5% | +54.0% | +7.4% |
| 3Y | +66.4% | -10.4% | +76.8% | +61.8% |
| All | +73.4% | -92.5% | +165.9% | +70.4% |
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