-10.2%
CTSH vs UPST
-15.8%
+5.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | -0.6% | -4.9% | +4.3% | -0.3% |
| 30D | +13.4% | -8.9% | +22.3% | +13.9% |
| 3M | +14.4% | -26.3% | +40.8% | +16.4% |
| 6M | +27.7% | -23.7% | +51.4% | +29.2% |
| YTD | -20.6% | -49.9% | +29.3% | -17.9% |
| 1Y | -9.1% | -42.0% | +32.8% | -7.0% |
| 3Y | +3.1% | -25.3% | +28.4% | -0.8% |
| 5Y | -11.8% | -93.4% | +81.6% | -15.5% |
| All | -10.2% | -15.8% | +5.6% | -16.6% |
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 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