-64.8%
CSGP vs UPST
-21.5%
-43.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.3% | +5.4% | -2.1% |
| 7D | -3.2% | -4.5% | +1.3% | -2.8% |
| 30D | +2.2% | -15.3% | +17.5% | +3.6% |
| 3M | -3.7% | -32.4% | +28.8% | -0.2% |
| 6M | -7.4% | -29.5% | +22.1% | -5.0% |
| YTD | -54.9% | -53.3% | -1.6% | -52.1% |
| 1Y | -54.9% | -47.4% | -7.5% | -52.7% |
| 3Y | -61.9% | -2.2% | -59.7% | -64.4% |
| 5Y | -63.1% | -92.0% | +28.9% | -64.4% |
| All | -64.8% | -21.5% | -43.3% | -66.5% |
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