+9.7%
CRM vs UPST
-19.3%
+29.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | -8.1% | -12.0% | +3.9% | -6.6% |
| 30D | +23.1% | -16.0% | +39.1% | +25.7% |
| 3M | +42.5% | -17.2% | +59.7% | +45.4% |
| 6M | +25.3% | -10.9% | +36.2% | +26.0% |
| YTD | -7.8% | -42.6% | +34.8% | -2.7% |
| 1Y | +1.0% | -59.8% | +60.8% | +10.3% |
| All | +9.7% | -19.3% | +29.0% | +4.0% |
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