+116.7%
CTAS vs UPST
-91.7%
+208.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -0.8% | -12.1% | +11.3% | -0.1% |
| 30D | +10.7% | -13.4% | +24.2% | +11.5% |
| 3M | +11.0% | -31.2% | +42.2% | +13.1% |
| 6M | +38.7% | -28.3% | +67.1% | +40.7% |
| YTD | +21.8% | -53.0% | +74.7% | +25.8% |
| 1Y | +23.6% | -47.2% | +70.8% | +26.6% |
| 3Y | +74.9% | -1.5% | +76.4% | +65.0% |
| All | +116.7% | -91.7% | +208.3% | +120.6% |
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