-99.6%
CYCU vs UPST
-66.3%
-33.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.9% |
| 7D | -8.1% | -3.5% | -4.5% | -6.8% |
| 30D | -43.0% | -7.1% | -35.9% | -41.7% |
| 3M | -50.8% | -13.1% | -37.8% | -49.7% |
| 6M | -74.1% | -1.1% | -73.0% | -74.6% |
| YTD | -84.0% | -35.9% | -48.1% | -82.9% |
| 1Y | -92.2% | -57.4% | -34.8% | -91.1% |
| All | -99.6% | -66.3% | -33.2% | -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 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