+11.5%
CPRT vs UPST
+7.9%
+3.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | +2.2% | -3.5% | +5.8% | +2.5% |
| 30D | +16.6% | -7.1% | +23.8% | +17.2% |
| 3M | +9.6% | -13.1% | +22.7% | +10.4% |
| 6M | -11.1% | -1.1% | -10.0% | -11.6% |
| YTD | -13.9% | -35.9% | +22.0% | -12.0% |
| 1Y | -32.5% | -57.4% | +24.9% | -29.3% |
| 3Y | -25.0% | -14.9% | -10.2% | -29.3% |
| 5Y | -7.4% | -88.7% | +81.3% | -12.8% |
| All | +11.5% | +7.9% | +3.7% | +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 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