-13.6%
CTSH vs UPST
+7.9%
-21.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.5% |
| 7D | -2.7% | -3.5% | +0.8% | -2.5% |
| 30D | +12.4% | -7.1% | +19.5% | +12.8% |
| 3M | +17.4% | -13.1% | +30.4% | +18.1% |
| 6M | -3.1% | -1.1% | -2.0% | -3.6% |
| YTD | -23.6% | -35.9% | +12.3% | -22.0% |
| 1Y | -10.8% | -57.4% | +46.6% | -7.1% |
| 3Y | -8.3% | -14.9% | +6.6% | -12.6% |
| 5Y | -11.3% | -88.7% | +77.3% | -16.7% |
| All | -13.6% | +7.9% | -21.5% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling