+428.5%
CVE vs UPST
-21.5%
+450.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +0.7% |
| 7D | -10.0% | -4.5% | -5.5% | -9.9% |
| 30D | -11.9% | -15.3% | +3.5% | -11.3% |
| 3M | -5.9% | -32.4% | +26.5% | -4.5% |
| 6M | -1.6% | -29.5% | +28.0% | -0.6% |
| YTD | +66.3% | -53.3% | +119.6% | +70.6% |
| 1Y | +57.5% | -47.4% | +104.9% | +60.4% |
| 3Y | +65.4% | -2.2% | +67.6% | +59.8% |
| 5Y | +144.2% | -92.0% | +236.2% | +139.2% |
| All | +428.5% | -21.5% | +450.0% | +401.5% |
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