+44.3%
CCL vs UPST
-21.5%
+65.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +1.2% |
| 7D | +5.8% | -4.5% | +10.3% | +6.7% |
| 30D | +17.3% | -15.3% | +32.6% | +20.4% |
| 3M | +11.3% | -32.4% | +43.8% | +18.7% |
| 6M | +18.5% | -29.5% | +48.0% | +24.9% |
| YTD | +2.8% | -53.3% | +56.1% | +15.1% |
| 1Y | +16.7% | -47.4% | +64.1% | +27.7% |
| 3Y | +146.0% | -2.2% | +148.2% | +121.6% |
| 5Y | +33.6% | -92.0% | +125.7% | +27.7% |
| All | +44.3% | -21.5% | +65.8% | +46.8% |
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