+1,643.6%
CRS vs UPST
+7.9%
+1,635.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | -0.2% | -3.5% | +3.3% | +0.1% |
| 30D | -16.6% | -7.1% | -9.5% | -16.1% |
| 3M | -3.5% | -13.1% | +9.6% | -2.3% |
| 6M | +15.4% | -1.1% | +16.5% | +14.9% |
| YTD | +51.2% | -35.9% | +87.1% | +55.9% |
| 1Y | +98.3% | -57.4% | +155.7% | +111.4% |
| 3Y | +651.5% | -14.9% | +666.4% | +620.5% |
| 5Y | +1,411.1% | -88.7% | +1,499.8% | +1,334.4% |
| All | +1,643.6% | +7.9% | +1,635.7% | +1,612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling