+109.0%
CTVA vs UPST
-88.8%
+197.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | +4.9% | -3.5% | +8.5% | +5.1% |
| 30D | +11.9% | -7.1% | +19.0% | +12.2% |
| 3M | +13.7% | -13.1% | +26.7% | +14.2% |
| 6M | +13.1% | -1.1% | +14.2% | +12.5% |
| YTD | +32.0% | -35.9% | +67.8% | +33.9% |
| 1Y | +22.1% | -57.4% | +79.5% | +26.2% |
| 3Y | +77.5% | -14.9% | +92.4% | +70.7% |
| All | +109.0% | -88.8% | +197.8% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling