+41.4%
CP vs UPST
+7.9%
+33.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | -2.7% | -3.5% | +0.9% | -2.5% |
| 30D | +0.2% | -7.1% | +7.3% | +0.4% |
| 3M | +2.6% | -13.1% | +15.6% | +3.0% |
| 6M | +6.0% | -1.1% | +7.1% | +5.6% |
| YTD | +24.9% | -35.9% | +60.8% | +26.4% |
| 1Y | +20.1% | -57.4% | +77.5% | +23.3% |
| 3Y | +16.4% | -14.9% | +31.3% | +13.0% |
| 5Y | +31.7% | -88.7% | +120.4% | +25.8% |
| All | +41.4% | +7.9% | +33.5% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling