+36.1%
COF vs UPST
-92.3%
+128.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | -0.2% |
| 7D | -6.2% | -4.5% | -1.7% | -5.7% |
| 30D | -1.7% | -15.3% | +13.6% | +0.4% |
| 3M | -10.2% | -32.4% | +22.2% | -5.4% |
| 6M | +4.2% | -29.5% | +33.7% | +8.6% |
| YTD | -18.2% | -53.3% | +35.1% | -10.3% |
| 1Y | -9.7% | -47.4% | +37.6% | -2.9% |
| 3Y | +95.0% | -2.2% | +97.2% | +78.3% |
| All | +36.1% | -92.3% | +128.4% | +31.7% |
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 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