-9.9%
CTSH vs UPST
-21.5%
+11.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.3% | +10.5% | +2.7% |
| 7D | +1.8% | -4.5% | +6.3% | +2.1% |
| 30D | +9.8% | -15.3% | +25.1% | +10.8% |
| 3M | +12.1% | -32.4% | +44.6% | +14.7% |
| 6M | +27.4% | -29.5% | +56.9% | +29.5% |
| YTD | -20.3% | -53.3% | +33.1% | -17.2% |
| 1Y | -8.8% | -47.4% | +38.6% | -6.1% |
| 3Y | +4.0% | -2.2% | +6.2% | -1.2% |
| 5Y | -12.2% | -92.0% | +79.8% | -15.9% |
| All | -9.9% | -21.5% | +11.6% | -15.9% |
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