-47.2%
UPST vs CAI
-0.4%
-46.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -12.1% | -26.3% | +14.2% | -2.0% |
| 30D | -13.4% | -17.5% | +4.1% | -7.4% |
| 3M | -31.2% | +5.8% | -37.0% | -34.4% |
| 6M | -28.3% | +53.6% | -82.0% | -43.4% |
| YTD | -53.0% | -9.2% | -43.8% | -50.1% |
| 1Y | -47.2% | -2.7% | -44.5% | -46.9% |
| All | -47.2% | -0.4% | -46.8% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling