+124.3%
COF vs UPST
-14.8%
+139.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.9% |
| 7D | +1.2% | -1.5% | +2.7% | +1.5% |
| 30D | -1.4% | -13.2% | +11.8% | +0.8% |
| 3M | +19.0% | -13.0% | +32.0% | +21.4% |
| 6M | +14.9% | -2.9% | +17.8% | +14.2% |
| YTD | -10.7% | -38.3% | +27.6% | -5.0% |
| 1Y | -1.3% | -60.5% | +59.2% | +11.1% |
| 3Y | +124.3% | -11.7% | +136.0% | +113.7% |
| All | +124.3% | -14.8% | +139.1% | +113.7% |
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 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