+278.2%
COR vs UPST
+7.9%
+270.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 6M | -9.7% | -1.1% | -8.6% | -9.7% |
| YTD | -1.4% | -35.9% | +34.4% | -1.4% |
| 1Y | +13.9% | -57.4% | +71.3% | +14.0% |
| 3Y | +94.0% | -14.9% | +108.8% | +92.2% |
| 5Y | +184.0% | -88.7% | +272.7% | +185.1% |
| All | +278.2% | +7.9% | +270.3% | +262.2% |
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