+122.7%
CRBG vs UPST
-17.7%
+140.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.2% |
| 7D | +0.6% | -8.8% | +9.4% | +1.6% |
| 30D | +2.6% | -12.1% | +14.7% | +4.1% |
| 3M | +24.0% | -19.5% | +43.5% | +26.7% |
| 6M | +50.5% | -6.8% | +57.4% | +50.4% |
| YTD | +17.1% | -41.5% | +58.6% | +22.5% |
| 1Y | +5.9% | -58.9% | +64.7% | +13.8% |
| 3Y | +122.7% | -15.2% | +137.9% | +124.4% |
| All | +122.7% | -17.7% | +140.4% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling