+6.8%
CPRT vs UPST
-21.5%
+28.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +0.1% |
| 7D | +4.0% | -4.5% | +8.5% | +4.3% |
| 30D | +18.2% | -15.3% | +33.5% | +19.5% |
| 3M | +9.2% | -32.4% | +41.6% | +12.0% |
| 6M | -4.8% | -29.5% | +24.7% | -2.9% |
| YTD | -17.5% | -53.3% | +35.8% | -13.9% |
| 1Y | -22.0% | -47.4% | +25.4% | -19.4% |
| 3Y | -33.7% | -2.2% | -31.5% | -37.9% |
| 5Y | -15.0% | -92.0% | +77.1% | -18.2% |
| All | +6.8% | -21.5% | +28.3% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling