+73.2%
CVE vs UPST
-48.7%
+121.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +9.4% | -17.1% | -6.8% |
| 7D | -12.1% | -3.1% | -8.9% | -12.1% |
| 30D | -9.8% | -4.0% | -5.8% | -9.8% |
| 3M | -0.7% | -22.9% | +22.2% | -1.9% |
| 6M | -4.3% | -27.1% | +22.8% | -5.3% |
| YTD | +70.6% | -46.5% | +117.1% | +70.0% |
| 1Y | +73.2% | -49.4% | +122.6% | +73.0% |
| All | +73.2% | -48.7% | +121.8% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling