+130.7%
CTVA vs UPST
-0.4%
+131.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.2% |
| 7D | -5.8% | -8.1% | +2.3% | -5.5% |
| 30D | +11.1% | -14.3% | +25.4% | +11.7% |
| 3M | +13.2% | -16.6% | +29.9% | +13.9% |
| 6M | +8.7% | -7.3% | +16.0% | +8.5% |
| YTD | +27.3% | -40.8% | +68.1% | +29.3% |
| 1Y | +18.0% | -62.4% | +80.4% | +21.8% |
| 3Y | +76.5% | -15.3% | +91.8% | +71.4% |
| 5Y | +105.1% | -91.1% | +196.2% | +100.8% |
| All | +130.7% | -0.4% | +131.2% | +117.5% |
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