-99.6%
CYCU vs UPST
-67.6%
-31.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.4% |
| 7D | +12.5% | -1.5% | +14.0% | +13.0% |
| 30D | -28.2% | -13.2% | -15.0% | -25.0% |
| 3M | -47.8% | -13.0% | -34.9% | -46.4% |
| 6M | -72.9% | -2.9% | -70.0% | -73.2% |
| YTD | -84.1% | -38.3% | -45.8% | -82.8% |
| 1Y | -91.9% | -60.5% | -31.4% | -90.4% |
| All | -99.6% | -67.6% | -31.9% | -99.1% |
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