+56.2%
CVS vs UPST
-24.8%
+81.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | +6.6% | -10.6% | +17.2% | +6.7% |
| 30D | -0.4% | -14.0% | +13.5% | -0.2% |
| 3M | -5.3% | -36.8% | +31.6% | -4.6% |
| 6M | -7.7% | -27.5% | +19.8% | -7.4% |
| YTD | +16.0% | -55.3% | +71.3% | +17.4% |
| 1Y | +16.2% | -47.5% | +63.8% | +17.1% |
| 3Y | +47.6% | -10.4% | +58.0% | +45.7% |
| 5Y | +12.3% | -92.6% | +104.9% | +11.2% |
| All | +56.2% | -24.8% | +81.0% | +52.8% |
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 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