+25.5%
CP vs UPST
-93.3%
+118.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +2.8% | +4.4% | -1.6% | +2.5% |
| 30D | +11.3% | -7.7% | +19.0% | +11.7% |
| 3M | +2.9% | -28.4% | +31.3% | +4.6% |
| 6M | +9.8% | -23.2% | +32.9% | +10.9% |
| YTD | +28.5% | -49.1% | +77.7% | +32.2% |
| 1Y | +33.5% | -42.4% | +75.9% | +36.2% |
| 3Y | +31.9% | +5.4% | +26.6% | +24.8% |
| 5Y | +25.5% | -92.9% | +118.4% | +26.0% |
| All | +25.5% | -93.3% | +118.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling