+5.7%
CPRT vs UPST
-15.8%
+21.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +6.0% | -4.9% | +10.9% | +6.4% |
| 30D | +20.0% | -8.9% | +28.9% | +20.7% |
| 3M | +10.1% | -26.3% | +36.5% | +12.4% |
| 6M | -4.3% | -23.7% | +19.4% | -2.9% |
| YTD | -18.4% | -49.9% | +31.6% | -15.2% |
| 1Y | -20.1% | -42.0% | +21.9% | -18.0% |
| 3Y | -30.4% | -25.3% | -5.1% | -33.7% |
| 5Y | -17.0% | -93.4% | +76.4% | -20.1% |
| All | +5.7% | -15.8% | +21.5% | -1.9% |
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