-42.9%
CORZ vs UPST
-47.3%
+4.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.5% | +3.8% |
| 7D | -11.2% | -4.9% | -6.3% | -9.7% |
| 30D | -26.2% | -8.9% | -17.4% | -23.4% |
| 3M | -44.1% | -26.3% | -17.8% | -37.6% |
| 6M | -52.3% | -23.7% | -28.5% | -48.1% |
| YTD | -19.2% | -49.9% | +30.7% | +0.3% |
| 1Y | -42.9% | -42.0% | -0.9% | -34.4% |
| All | -42.9% | -47.3% | +4.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling