+311.1%
COR vs UPST
-24.8%
+335.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.8% | +2.9% |
| 7D | +7.8% | -10.6% | +18.5% | +7.9% |
| 30D | +7.0% | -14.0% | +21.0% | +7.0% |
| 3M | +16.3% | -36.8% | +53.1% | +16.4% |
| 6M | +41.3% | -27.5% | +68.8% | +41.4% |
| YTD | +7.1% | -55.3% | +62.4% | +7.2% |
| 1Y | -0.8% | -47.5% | +46.7% | -0.7% |
| 3Y | +85.0% | -10.4% | +95.4% | +82.7% |
| 5Y | +203.9% | -92.6% | +296.5% | +206.0% |
| All | +311.1% | -24.8% | +335.9% | +294.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling