+420.1%
CORZ vs UPST
-22.7%
+442.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.4% |
| 7D | +8.4% | -3.5% | +11.9% | +9.5% |
| 30D | -17.8% | -7.1% | -10.7% | -16.3% |
| 3M | -35.9% | -13.1% | -22.8% | -33.5% |
| 6M | +12.9% | -1.1% | +14.0% | +10.8% |
| YTD | +22.9% | -35.9% | +58.7% | +35.8% |
| 1Y | +31.4% | -57.4% | +88.8% | +60.3% |
| All | +420.1% | -22.7% | +442.8% | +368.3% |
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 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