-57.4%
UPST vs CGNX
+42.4%
-99.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.3% |
| 7D | -3.5% | +3.0% | -6.5% | -4.3% |
| 30D | -7.1% | -11.8% | +4.7% | -4.3% |
| 3M | -13.1% | -3.6% | -9.5% | -12.6% |
| 6M | -1.1% | +17.4% | -18.5% | -4.9% |
| YTD | -35.9% | +73.7% | -109.6% | -48.0% |
| 1Y | -57.4% | +41.5% | -98.9% | -60.9% |
| All | -57.4% | +42.4% | -99.8% | -60.9% |
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