+67.8%
CSX vs UPST
-88.8%
+156.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -3.4% | -3.5% | +0.2% | -3.2% |
| 30D | -3.1% | -7.1% | +4.0% | -2.7% |
| 3M | +7.2% | -13.1% | +20.2% | +7.9% |
| 6M | +16.2% | -1.1% | +17.3% | +15.5% |
| YTD | +37.5% | -35.9% | +73.4% | +40.1% |
| 1Y | +53.2% | -57.4% | +110.6% | +59.6% |
| 3Y | +68.2% | -14.9% | +83.1% | +58.9% |
| All | +67.8% | -88.8% | +156.6% | +60.5% |
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