+67.9%
CVS vs UPST
+7.9%
+60.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | +4.0% | -3.5% | +7.5% | +4.0% |
| 30D | -2.4% | -7.1% | +4.7% | -2.3% |
| 3M | +2.7% | -13.1% | +15.7% | +2.8% |
| 6M | +21.9% | -1.1% | +23.0% | +21.6% |
| YTD | +24.7% | -35.9% | +60.6% | +25.5% |
| 1Y | +35.4% | -57.4% | +92.9% | +37.3% |
| 3Y | +65.2% | -14.9% | +80.1% | +63.1% |
| 5Y | +30.5% | -88.7% | +119.2% | +28.3% |
| All | +67.9% | +7.9% | +60.0% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling