-4.8%
UPST vs CPAY
+50.5%
-55.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -0.9% |
| 7D | -3.5% | +2.1% | -5.6% | -5.4% |
| 30D | -7.1% | +5.5% | -12.7% | -11.9% |
| 3M | -13.1% | +16.6% | -29.6% | -25.9% |
| 6M | -1.1% | +26.7% | -27.8% | -23.7% |
| YTD | -35.9% | +38.4% | -74.2% | -55.7% |
| 1Y | -57.4% | +30.1% | -87.6% | -68.9% |
| 3Y | -14.9% | +52.6% | -67.5% | -46.1% |
| 5Y | -88.7% | +59.0% | -147.6% | -93.6% |
| All | -4.8% | +50.5% | -55.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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