+71.1%
CTVA vs UPST
-24.8%
+95.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.5% |
| 7D | -20.8% | -10.6% | -10.1% | -20.3% |
| 30D | -29.6% | -14.0% | -15.6% | -29.2% |
| 3M | -16.9% | -36.8% | +19.9% | -15.4% |
| 6M | -24.3% | -27.5% | +3.3% | -23.5% |
| YTD | -5.6% | -55.3% | +49.7% | -3.1% |
| 1Y | -4.2% | -47.5% | +43.4% | -2.4% |
| 3Y | +43.3% | -10.4% | +53.7% | +39.5% |
| 5Y | +35.7% | -92.6% | +128.3% | +34.3% |
| All | +71.1% | -24.8% | +95.9% | +63.1% |
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