+451.2%
CNQ vs UPST
-0.4%
+451.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.0% |
| 7D | -0.9% | -8.1% | +7.2% | -0.6% |
| 30D | +8.7% | -14.3% | +23.0% | +9.2% |
| 3M | +15.8% | -16.6% | +32.5% | +16.3% |
| 6M | +13.3% | -7.3% | +20.5% | +12.9% |
| YTD | +54.7% | -40.8% | +95.5% | +56.7% |
| 1Y | +69.5% | -62.4% | +132.0% | +74.6% |
| 3Y | +77.3% | -15.3% | +92.6% | +71.2% |
| 5Y | +290.3% | -91.1% | +381.4% | +275.7% |
| All | +451.2% | -0.4% | +451.7% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling