-4.8%
UPST vs CPB
-43.1%
+38.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -1.5% |
| 7D | -3.5% | -8.6% | +5.1% | -3.1% |
| 30D | -7.1% | -7.2% | +0.1% | -6.8% |
| 3M | -13.1% | +0.9% | -14.0% | -13.1% |
| 6M | -1.1% | -11.8% | +10.7% | -0.9% |
| YTD | -35.9% | -19.4% | -16.4% | -35.7% |
| 1Y | -57.4% | -30.4% | -27.0% | -57.0% |
| 3Y | -14.9% | -40.2% | +25.3% | -14.1% |
| 5Y | -88.7% | -39.5% | -49.2% | -88.2% |
| All | -4.8% | -43.1% | +38.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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