+186.1%
COR vs UPST
-88.8%
+274.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.9% |
| 7D | +2.8% | -3.5% | +6.3% | +2.8% |
| 30D | +4.5% | -7.1% | +11.6% | +4.5% |
| 3M | +22.7% | -13.1% | +35.7% | +22.6% |
| 6M | -9.7% | -1.1% | -8.6% | -9.7% |
| YTD | -1.4% | -35.9% | +34.4% | -1.6% |
| 1Y | +13.9% | -57.4% | +71.3% | +13.6% |
| 3Y | +94.0% | -14.9% | +108.8% | +93.1% |
| All | +186.1% | -88.8% | +274.9% | +185.3% |
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 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