-52.8%
CPNG vs UPST
-90.2%
+37.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -2.5% |
| 7D | -6.3% | -1.5% | -4.8% | -6.0% |
| 30D | -8.7% | -13.2% | +4.5% | -6.6% |
| 3M | -2.4% | -13.0% | +10.5% | -0.5% |
| 6M | -22.3% | -2.9% | -19.5% | -22.4% |
| YTD | -37.2% | -38.3% | +1.1% | -33.0% |
| 1Y | -53.0% | -60.5% | +7.5% | -46.6% |
| 3Y | -20.0% | -11.7% | -8.3% | -31.8% |
| 5Y | -52.8% | -90.2% | +37.4% | -59.6% |
| All | -52.8% | -90.2% | +37.4% | -59.6% |
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