+146.2%
CVE vs UPST
-93.2%
+239.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -2.4% |
| 7D | -14.1% | -10.9% | -3.2% | -13.6% |
| 30D | -11.6% | -7.2% | -4.4% | -11.4% |
| 3M | 0.0% | -26.7% | +26.7% | +1.6% |
| 6M | -8.4% | -29.0% | +20.6% | -7.2% |
| YTD | +65.9% | -49.4% | +115.3% | +70.7% |
| 1Y | +69.4% | -47.0% | +116.4% | +73.4% |
| 3Y | +55.9% | -27.0% | +82.9% | +50.3% |
| 5Y | +146.2% | -93.3% | +239.5% | +179.3% |
| All | +146.2% | -93.2% | +239.3% | +179.3% |
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