-66.9%
UPST vs CAI
-14.7%
-52.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +6.0% | +3.5% |
| 7D | -10.6% | -8.7% | -2.0% | -7.5% |
| 30D | -14.0% | -23.8% | +9.9% | -5.5% |
| 3M | -36.8% | +3.9% | -40.7% | -39.0% |
| 6M | -27.5% | +56.8% | -84.4% | -41.4% |
| YTD | -55.3% | -14.6% | -40.7% | -55.1% |
| 1Y | -47.5% | -5.2% | -42.4% | -49.0% |
| All | -66.9% | -14.7% | -52.2% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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