+3.1%
CTSH vs UPST
-29.4%
+32.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.0% |
| 3M | +14.4% | -26.3% | +40.8% | +16.6% |
| 6M | +27.7% | -23.7% | +51.4% | +29.3% |
| YTD | -20.6% | -49.9% | +29.3% | -17.6% |
| 1Y | -9.1% | -42.0% | +32.8% | -6.7% |
| 3Y | +3.1% | -25.3% | +28.4% | +1.4% |
| All | +3.1% | -29.4% | +32.5% | +1.4% |
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