-4.5%
CRS vs UPST
-48.7%
+44.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.4% | -11.0% | -2.9% |
| 7D | +4.3% | -3.1% | +7.5% | +4.8% |
| 30D | -25.5% | -4.0% | -21.5% | -25.1% |
| 3M | -48.7% | -22.9% | -25.8% | -46.7% |
| 6M | -31.6% | -27.1% | -4.5% | -28.7% |
| YTD | -7.0% | -46.5% | +39.5% | -0.8% |
| 1Y | -4.5% | -49.4% | +44.9% | +2.4% |
| All | -4.5% | -48.7% | +44.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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