+68.6%
CSX vs UPST
-29.4%
+98.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -3.3% |
| 7D | -5.5% | -4.9% | -0.6% | -5.3% |
| 30D | +4.9% | -8.9% | +13.8% | +5.4% |
| 3M | -2.9% | -26.3% | +23.5% | -1.3% |
| 6M | +8.3% | -23.7% | +32.1% | +9.5% |
| YTD | +36.7% | -49.9% | +86.7% | +40.8% |
| 1Y | +41.5% | -42.0% | +83.5% | +44.3% |
| 3Y | +68.6% | -25.3% | +93.9% | +63.6% |
| All | +68.6% | -29.4% | +98.0% | +63.6% |
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