+368.0%
CRS vs UPST
+2.1%
+365.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.6% | +8.1% | +9.4% |
| 7D | +4.9% | +4.4% | +0.5% | +4.1% |
| 30D | -20.8% | -7.7% | -13.1% | -20.0% |
| 3M | -46.4% | -28.4% | -18.0% | -43.7% |
| 6M | -28.6% | -23.2% | -5.4% | -26.0% |
| YTD | -2.8% | -49.1% | +46.3% | +6.0% |
| 1Y | -6.7% | -42.4% | +35.6% | -0.6% |
| 3Y | +368.0% | +5.4% | +362.7% | +313.0% |
| All | +368.0% | +2.1% | +365.9% | +313.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling