+13.0%
CVNA vs UPST
-88.8%
+101.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.4% |
| 7D | +0.7% | -3.5% | +4.3% | +2.6% |
| 30D | +7.4% | -7.1% | +14.5% | +11.0% |
| 3M | +12.7% | -13.1% | +25.8% | +20.3% |
| 6M | +17.9% | -1.1% | +19.0% | +15.5% |
| YTD | -11.6% | -35.9% | +24.2% | +6.3% |
| 1Y | +0.8% | -57.4% | +58.2% | +46.7% |
| 3Y | +633.4% | -14.9% | +648.3% | +369.2% |
| All | +13.0% | -88.8% | +101.7% | -5.5% |
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 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