-4.8%
UPST vs CNI
+23.9%
-28.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -3.5% | -2.1% | -1.4% | -1.5% |
| 30D | -7.1% | -3.3% | -3.8% | -4.0% |
| 3M | -13.1% | +3.8% | -16.9% | -16.7% |
| 6M | -1.1% | +12.7% | -13.8% | -13.1% |
| YTD | -35.9% | +26.3% | -62.1% | -50.3% |
| 1Y | -57.4% | +29.9% | -87.3% | -67.9% |
| 3Y | -14.9% | +15.9% | -30.8% | -29.4% |
| 5Y | -88.7% | +6.9% | -95.6% | -89.6% |
| All | -4.8% | +23.9% | -28.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 all: compounded portfolio wealth divided by compounded CNI 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…
all analysis · Full analysis span regression · 6 months rolling