+54.1%
CSX vs UPST
-91.6%
+145.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.3% | +9.5% | +1.7% |
| 7D | +0.7% | -4.5% | +5.2% | +1.0% |
| 30D | +8.1% | -15.3% | +23.4% | +9.1% |
| 3M | +2.2% | -32.4% | +34.6% | +4.6% |
| 6M | +14.6% | -29.5% | +44.1% | +16.6% |
| YTD | +42.2% | -53.3% | +95.5% | +47.6% |
| 1Y | +47.3% | -47.4% | +94.7% | +51.6% |
| 3Y | +73.5% | -2.2% | +75.7% | +62.6% |
| 5Y | +54.1% | -92.0% | +146.1% | +50.5% |
| All | +54.1% | -91.6% | +145.7% | +50.5% |
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