-64.1%
CSGP vs UPST
+7.9%
-72.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | -4.1% | -3.5% | -0.5% | -3.7% |
| 30D | +2.3% | -7.1% | +9.4% | +3.0% |
| 3M | -8.2% | -13.1% | +4.9% | -7.2% |
| 6M | -35.1% | -1.1% | -34.0% | -35.4% |
| YTD | -54.0% | -35.9% | -18.2% | -52.5% |
| 1Y | -65.3% | -57.4% | -7.9% | -63.0% |
| 3Y | -62.6% | -14.9% | -47.7% | -64.9% |
| 5Y | -64.8% | -88.7% | +23.8% | -67.0% |
| All | -64.1% | +7.9% | -72.0% | -66.8% |
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