+45.1%
CP vs UPST
-20.9%
+66.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -0.7% | -12.1% | +11.4% | -0.2% |
| 30D | +9.6% | -13.4% | +23.1% | +10.2% |
| 3M | +2.2% | -31.2% | +33.4% | +3.7% |
| 6M | +11.1% | -28.3% | +39.4% | +12.3% |
| YTD | +28.2% | -53.0% | +81.2% | +31.2% |
| 1Y | +32.2% | -47.2% | +79.3% | +34.6% |
| 3Y | +35.5% | -1.5% | +37.0% | +31.5% |
| 5Y | +26.8% | -91.6% | +118.4% | +22.4% |
| All | +45.1% | -20.9% | +66.0% | +36.5% |
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