+90.4%
CSX vs UPST
-26.3%
+116.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.8% | +1.3% |
| 7D | +3.1% | -13.5% | +16.6% | +3.8% |
| 30D | +9.7% | -19.6% | +29.4% | +10.8% |
| 3M | +4.9% | -34.2% | +39.1% | +7.0% |
| 6M | +18.4% | -31.2% | +49.6% | +20.1% |
| YTD | +45.9% | -56.2% | +102.1% | +50.8% |
| 1Y | +50.0% | -51.7% | +101.6% | +54.1% |
| 3Y | +78.0% | -8.2% | +86.3% | +70.6% |
| 5Y | +59.2% | -92.8% | +151.9% | +55.2% |
| All | +90.4% | -26.3% | +116.8% | +75.2% |
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