+130.7%
COF vs UPST
-24.8%
+155.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.5% |
| 7D | -3.4% | -10.6% | +7.3% | -2.2% |
| 30D | +0.4% | -14.0% | +14.4% | +1.7% |
| 3M | -12.5% | -36.8% | +24.3% | -8.5% |
| 6M | +8.3% | -27.5% | +35.8% | +11.4% |
| YTD | -18.6% | -55.3% | +36.7% | -12.5% |
| 1Y | -8.6% | -47.5% | +38.9% | -3.5% |
| 3Y | +94.7% | -10.4% | +105.1% | +87.2% |
| 5Y | +35.3% | -92.6% | +127.9% | +30.1% |
| All | +130.7% | -24.8% | +155.5% | +137.3% |
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