+25.2%
CVNA vs UPST
-48.7%
+73.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.4% | -0.6% | +4.4% |
| 7D | +31.3% | -3.1% | +34.5% | +32.8% |
| 30D | +21.7% | -4.0% | +25.7% | +23.5% |
| 3M | +14.0% | -22.9% | +36.9% | +27.2% |
| 6M | +3.0% | -27.1% | +30.1% | +17.1% |
| YTD | -8.1% | -46.5% | +38.4% | +14.8% |
| 1Y | +25.2% | -49.4% | +74.6% | +58.3% |
| All | +25.2% | -48.7% | +73.9% | +58.3% |
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 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