+1,581.7%
CRS vs UPST
-0.4%
+1,582.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | -0.5% | -8.1% | +7.5% | +0.3% |
| 30D | -18.1% | -14.3% | -3.8% | -16.9% |
| 3M | -12.4% | -16.6% | +4.2% | -11.0% |
| 6M | +15.9% | -7.3% | +23.2% | +16.1% |
| YTD | +45.8% | -40.8% | +86.6% | +51.6% |
| 1Y | +87.8% | -62.4% | +150.2% | +102.6% |
| 3Y | +648.7% | -15.3% | +664.0% | +619.9% |
| 5Y | +1,416.6% | -91.1% | +1,507.7% | +1,352.0% |
| All | +1,581.7% | -0.4% | +1,582.1% | +1,564.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling