+42.6%
CP vs UPST
-15.8%
+58.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +2.8% | -4.9% | +7.7% | +3.0% |
| 30D | +10.2% | -8.9% | +19.1% | +10.5% |
| 3M | +2.4% | -26.3% | +28.7% | +3.5% |
| 6M | +7.7% | -23.7% | +31.4% | +8.5% |
| YTD | +26.0% | -49.9% | +75.9% | +28.7% |
| 1Y | +34.6% | -42.0% | +76.6% | +36.6% |
| 3Y | +26.7% | -25.3% | +52.0% | +23.8% |
| 5Y | +24.9% | -93.4% | +118.3% | +20.3% |
| All | +42.6% | -15.8% | +58.4% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling