+159.7%
COF vs UPST
+7.9%
+151.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.8% | -3.5% | +5.4% | +2.2% |
| 30D | -0.6% | -7.1% | +6.6% | +0.1% |
| 3M | +20.3% | -13.1% | +33.4% | +21.8% |
| 6M | +13.0% | -1.1% | +14.1% | +12.4% |
| YTD | -8.3% | -35.9% | +27.5% | -4.9% |
| 1Y | -1.5% | -57.4% | +56.0% | +5.8% |
| 3Y | +122.3% | -14.9% | +137.1% | +112.0% |
| 5Y | +52.5% | -88.7% | +141.2% | +41.8% |
| All | +159.7% | +7.9% | +151.8% | +157.8% |
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