-31.9%
CORZ vs UPST
-48.7%
+16.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.3% | +11.5% | +6.4% |
| 7D | -7.8% | -4.5% | -3.3% | -6.8% |
| 30D | -14.8% | -15.3% | +0.5% | -9.3% |
| 3M | -32.5% | -32.4% | 0.0% | -22.2% |
| 6M | -42.7% | -29.5% | -13.2% | -36.0% |
| YTD | -9.8% | -53.3% | +43.5% | +15.2% |
| 1Y | -31.9% | -47.4% | +15.4% | -18.1% |
| All | -31.9% | -48.7% | +16.7% | -18.1% |
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