+165.0%
CTAS vs UPST
-15.8%
+180.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +1.2% | -4.9% | +6.1% | +1.3% |
| 30D | +12.8% | -8.9% | +21.6% | +13.1% |
| 3M | +10.3% | -26.3% | +36.6% | +11.6% |
| 6M | +32.0% | -23.7% | +55.7% | +33.1% |
| YTD | +19.1% | -49.9% | +69.1% | +21.8% |
| 1Y | +21.5% | -42.0% | +63.5% | +23.3% |
| 3Y | +76.0% | -25.3% | +101.3% | +71.2% |
| 5Y | +110.9% | -93.4% | +204.3% | +104.8% |
| All | +165.0% | -15.8% | +180.8% | +146.1% |
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