+149.3%
COF vs UPST
-0.4%
+149.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.0% |
| 7D | -2.7% | -8.1% | +5.4% | -1.8% |
| 30D | -3.4% | -14.3% | +10.9% | -1.8% |
| 3M | +15.4% | -16.6% | +32.1% | +17.5% |
| 6M | +14.4% | -7.3% | +21.7% | +14.6% |
| YTD | -12.0% | -40.8% | +28.8% | -7.9% |
| 1Y | -3.7% | -62.4% | +58.7% | +4.7% |
| 3Y | +121.1% | -15.3% | +136.4% | +111.5% |
| 5Y | +47.8% | -91.1% | +138.9% | +38.5% |
| All | +149.3% | -0.4% | +149.8% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling