+14.6%
CCL vs UPST
-47.3%
+61.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +3.1% | -4.9% | +8.0% | +4.5% |
| 30D | +13.7% | -8.9% | +22.6% | +16.4% |
| 3M | +3.8% | -26.3% | +30.1% | +13.3% |
| 6M | +9.3% | -23.7% | +33.0% | +17.3% |
| YTD | -1.1% | -49.9% | +48.9% | +12.1% |
| 1Y | +14.6% | -42.0% | +56.5% | +23.4% |
| All | +14.6% | -47.3% | +61.9% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling