-54.3%
UPST vs CAI
-8.1%
-46.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -13.2% | +9.1% | -22.4% | -16.4% |
| 3M | -13.0% | +53.8% | -66.7% | -27.7% |
| 6M | -2.9% | +33.5% | -36.4% | -16.3% |
| YTD | -38.3% | -8.0% | -30.3% | -38.7% |
| 1Y | -60.5% | -28.7% | -31.8% | -57.9% |
| All | -54.3% | -8.1% | -46.3% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling