+230.8%
CORZ vs UPST
-39.0%
+269.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.3% | -5.5% | -9.2% |
| 7D | -21.1% | -10.9% | -10.3% | -18.5% |
| 30D | -31.8% | -7.2% | -24.6% | -30.2% |
| 3M | -47.7% | -26.7% | -21.0% | -42.9% |
| 6M | -48.7% | -29.0% | -19.7% | -44.1% |
| YTD | -21.8% | -49.4% | +27.5% | -7.4% |
| 1Y | -47.8% | -47.0% | -0.8% | -39.0% |
| All | +230.8% | -39.0% | +269.8% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling