+34.0%
CCL vs UPST
-92.2%
+126.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.9% | +2.5% | -2.8% |
| 7D | -0.3% | -13.5% | +13.2% | +3.0% |
| 30D | +10.3% | -19.6% | +30.0% | +15.6% |
| 3M | +6.6% | -34.2% | +40.8% | +16.6% |
| 6M | +20.0% | -31.2% | +51.2% | +29.4% |
| YTD | -1.9% | -56.2% | +54.3% | +15.4% |
| 1Y | +10.4% | -51.7% | +62.1% | +26.5% |
| 3Y | +134.8% | -8.2% | +143.1% | +98.2% |
| 5Y | +34.0% | -92.8% | +126.8% | +39.2% |
| All | +34.0% | -92.2% | +126.2% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling