+65.7%
CTAS vs UPST
-13.8%
+79.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -1.8% | -3.5% | +1.7% | -1.6% |
| 30D | -0.2% | -7.1% | +6.9% | +0.1% |
| 3M | +11.7% | -13.1% | +24.8% | +12.3% |
| 6M | +0.7% | -1.1% | +1.8% | +0.2% |
| YTD | +7.4% | -35.9% | +43.3% | +9.0% |
| 1Y | -2.1% | -57.4% | +55.3% | +1.3% |
| All | +65.7% | -13.8% | +79.5% | +62.4% |
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