+28.9%
CP vs UPST
-28.6%
+57.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.4% |
| 7D | +6.1% | -10.9% | +17.0% | +6.8% |
| 30D | +9.8% | -7.2% | +17.0% | +10.1% |
| 3M | +2.7% | -26.7% | +29.4% | +4.5% |
| 6M | +12.8% | -29.0% | +41.7% | +14.5% |
| YTD | +28.2% | -49.4% | +77.5% | +32.1% |
| 1Y | +34.1% | -47.0% | +81.1% | +37.7% |
| All | +28.9% | -28.6% | +57.4% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling