+45.4%
COF vs UPST
-91.3%
+136.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | -6.1% | -12.0% | +5.9% | -4.3% |
| 30D | -5.2% | -16.0% | +10.9% | -2.8% |
| 3M | +17.0% | -17.2% | +34.2% | +19.9% |
| 6M | +12.9% | -10.9% | +23.8% | +13.7% |
| YTD | -13.5% | -42.6% | +29.1% | -7.6% |
| 1Y | -5.9% | -59.8% | +53.9% | +4.9% |
| 3Y | +117.1% | -17.9% | +135.0% | +101.5% |
| 5Y | +45.4% | -90.7% | +136.1% | +38.9% |
| All | +45.4% | -91.3% | +136.7% | +38.9% |
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 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