+37.7%
CCL vs UPST
-26.3%
+64.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.9% | +2.5% | -3.2% |
| 7D | -0.3% | -13.5% | +13.2% | +2.2% |
| 30D | +10.3% | -19.6% | +30.0% | +14.3% |
| 3M | +6.6% | -34.2% | +40.8% | +14.1% |
| 6M | +20.0% | -31.2% | +51.2% | +27.1% |
| YTD | -1.9% | -56.2% | +54.3% | +11.1% |
| 1Y | +10.4% | -51.7% | +62.1% | +22.6% |
| 3Y | +134.8% | -8.2% | +143.1% | +113.9% |
| 5Y | +34.0% | -92.8% | +126.8% | +29.6% |
| All | +37.7% | -26.3% | +64.0% | +41.7% |
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