+272.1%
CNQ vs UPST
-90.5%
+362.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.6% |
| 7D | +0.1% | -8.8% | +8.9% | +0.6% |
| 30D | +6.2% | -12.1% | +18.3% | +6.8% |
| 3M | +12.4% | -19.5% | +31.9% | +13.3% |
| 6M | +9.0% | -6.8% | +15.9% | +8.5% |
| YTD | +52.2% | -41.5% | +93.7% | +55.0% |
| 1Y | +65.0% | -58.9% | +123.9% | +71.1% |
| 3Y | +78.8% | -15.2% | +94.0% | +68.8% |
| All | +272.1% | -90.5% | +362.6% | +301.4% |
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