+17.0%
CCL vs UPST
-46.8%
+63.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.5% | -12.1% | +10.5% | +2.3% |
| 30D | +16.5% | -13.4% | +29.9% | +21.0% |
| 3M | +11.2% | -31.2% | +42.4% | +23.7% |
| 6M | +22.6% | -28.3% | +50.9% | +33.9% |
| YTD | +2.6% | -53.0% | +55.6% | +18.3% |
| 1Y | +17.0% | -47.2% | +64.1% | +28.5% |
| All | +17.0% | -46.8% | +63.7% | +28.5% |
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