+320.2%
CVE vs UPST
-88.8%
+408.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +2.5% | -3.5% | +6.0% | +2.7% |
| 30D | +16.7% | -7.1% | +23.9% | +17.1% |
| 3M | +9.3% | -13.1% | +22.3% | +9.8% |
| 6M | +43.6% | -1.1% | +44.7% | +42.4% |
| YTD | +93.6% | -35.9% | +129.4% | +97.0% |
| 1Y | +98.8% | -57.4% | +156.2% | +107.2% |
| 3Y | +73.6% | -14.9% | +88.5% | +65.5% |
| All | +320.2% | -88.8% | +408.9% | +355.8% |
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