+5.4%
UPST vs CASY
+155.2%
-149.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | +4.4% | +3.6% | +0.8% | +3.4% |
| 30D | -7.7% | +7.2% | -14.9% | -9.5% |
| 3M | -28.4% | -16.9% | -11.5% | -25.1% |
| 6M | -23.2% | -19.3% | -3.8% | -19.4% |
| YTD | -49.1% | +25.6% | -74.8% | -57.6% |
| 1Y | -42.4% | +30.2% | -72.5% | -53.1% |
| 3Y | +5.4% | +154.9% | -149.5% | -40.5% |
| All | +5.4% | +155.2% | -149.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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