-62.8%
CSGP vs UPST
-13.8%
-49.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -4.1% | -3.5% | -0.5% | -3.7% |
| 30D | +2.3% | -7.1% | +9.4% | +3.2% |
| 3M | -8.2% | -13.1% | +4.9% | -7.0% |
| 6M | -35.1% | -1.1% | -34.0% | -35.5% |
| YTD | -54.0% | -35.9% | -18.2% | -52.2% |
| 1Y | -65.3% | -57.4% | -7.9% | -62.6% |
| All | -62.8% | -13.8% | -49.0% | -66.3% |
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