+66.8%
CVS vs UPST
+3.8%
+63.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | +0.4% | -13.2% | +13.6% | +0.6% |
| 3M | -0.4% | -13.0% | +12.5% | -0.2% |
| 6M | +25.1% | -2.9% | +28.0% | +24.8% |
| YTD | +23.9% | -38.3% | +62.2% | +24.7% |
| 1Y | +41.1% | -60.5% | +101.5% | +43.2% |
| 3Y | +63.6% | -11.7% | +75.4% | +61.5% |
| 5Y | +31.5% | -90.2% | +121.7% | +29.5% |
| All | +66.8% | +3.8% | +63.0% | +62.3% |
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 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