-61.3%
CSGP vs UPST
-92.9%
+31.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.4% | +2.8% |
| 7D | +18.3% | -3.1% | +21.4% | +18.5% |
| 30D | +17.8% | -4.0% | +21.8% | +18.1% |
| 3M | +9.3% | -22.9% | +32.1% | +12.5% |
| 6M | -7.9% | -27.1% | +19.2% | -5.2% |
| YTD | -51.5% | -46.5% | -5.0% | -48.5% |
| 1Y | -53.3% | -49.4% | -3.9% | -50.2% |
| 3Y | -57.9% | -22.9% | -35.0% | -61.4% |
| 5Y | -61.3% | -92.7% | +31.4% | -61.5% |
| All | -61.3% | -92.9% | +31.6% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling