-49.4%
UPST vs CGNX
+31.4%
-80.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -8.7% | +18.1% | +10.7% |
| 7D | -3.1% | -9.2% | +6.0% | -1.8% |
| 30D | -4.0% | -17.6% | +13.6% | -1.2% |
| 3M | -22.9% | -25.7% | +2.8% | -19.3% |
| 6M | -27.1% | -5.5% | -21.6% | -26.3% |
| YTD | -46.5% | +48.1% | -94.6% | -54.3% |
| 1Y | -49.4% | +33.5% | -82.9% | -52.1% |
| All | -49.4% | +31.4% | -80.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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