+46.4%
CP vs UPST
-26.3%
+72.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.7% | +1.2% |
| 7D | +0.9% | -13.5% | +14.4% | +1.5% |
| 30D | +10.3% | -19.6% | +30.0% | +11.2% |
| 3M | +2.3% | -34.2% | +36.5% | +3.9% |
| 6M | +10.7% | -31.2% | +41.9% | +12.0% |
| YTD | +29.3% | -56.2% | +85.5% | +32.8% |
| 1Y | +31.5% | -51.7% | +83.1% | +34.3% |
| 3Y | +36.7% | -8.2% | +45.0% | +33.0% |
| 5Y | +26.8% | -92.8% | +119.5% | +22.8% |
| All | +46.4% | -26.3% | +72.7% | +38.1% |
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 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