+168.4%
CTAS vs UPST
-21.5%
+189.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.3% |
| 7D | +0.7% | -4.5% | +5.2% | +0.9% |
| 30D | +11.3% | -15.3% | +26.6% | +12.0% |
| 3M | +11.4% | -32.4% | +43.9% | +13.1% |
| 6M | +35.6% | -29.5% | +65.2% | +37.2% |
| YTD | +20.7% | -53.3% | +74.0% | +23.8% |
| 1Y | +22.8% | -47.4% | +70.2% | +25.2% |
| 3Y | +73.4% | -2.2% | +75.6% | +67.2% |
| 5Y | +117.6% | -92.0% | +209.6% | +111.5% |
| All | +168.4% | -21.5% | +189.9% | +150.0% |
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