+30.3%
CP vs UPST
-47.4%
+77.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -0.7% | -12.1% | +11.4% | +0.1% |
| 30D | +9.6% | -13.4% | +23.1% | +10.4% |
| 3M | +2.2% | -31.2% | +33.4% | +4.4% |
| 6M | +11.1% | -28.3% | +39.4% | +12.7% |
| YTD | +28.2% | -53.0% | +81.2% | +32.4% |
| All | +30.3% | -47.4% | +77.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling