-56.2%
UPST vs CAI
-11.0%
-45.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.9% | -2.8% |
| 7D | -8.1% | -3.1% | -5.0% | -7.0% |
| 30D | -14.3% | +2.7% | -17.0% | -15.4% |
| 3M | -16.6% | +41.7% | -58.3% | -28.3% |
| 6M | -7.3% | +26.5% | -33.7% | -18.4% |
| YTD | -40.8% | -10.9% | -29.9% | -40.4% |
| 1Y | -62.4% | -29.2% | -33.2% | -59.8% |
| All | -56.2% | -11.0% | -45.2% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling