-69.0%
CPNG vs UPST
-48.8%
-20.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -7.4% | -3.5% | -3.9% | -7.0% |
| 30D | -4.4% | -7.1% | +2.7% | -3.5% |
| 3M | -7.5% | -13.1% | +5.6% | -5.9% |
| 6M | -19.9% | -1.1% | -18.9% | -20.2% |
| YTD | -35.2% | -35.9% | +0.7% | -31.9% |
| 1Y | -46.8% | -57.4% | +10.6% | -41.4% |
| 3Y | -20.2% | -14.9% | -5.3% | -28.5% |
| 5Y | -48.4% | -88.7% | +40.2% | -53.5% |
| All | -69.0% | -48.8% | -20.2% | -73.8% |
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 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