+22.2%
CCL vs UPST
-93.6%
+115.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +2.6% | -4.9% | +7.5% | +3.7% |
| 30D | +13.1% | -8.9% | +22.0% | +15.2% |
| 3M | +3.3% | -26.3% | +29.6% | +10.2% |
| 6M | +8.7% | -23.7% | +32.4% | +14.5% |
| YTD | -1.6% | -49.9% | +48.4% | +12.3% |
| 1Y | +14.0% | -42.0% | +56.0% | +25.3% |
| 3Y | +145.1% | -25.3% | +170.4% | +115.1% |
| All | +22.2% | -93.6% | +115.8% | +21.6% |
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