+9.8%
CCL vs UPST
+7.9%
+1.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.4% |
| 7D | -5.0% | -3.5% | -1.5% | -4.4% |
| 30D | -20.3% | -7.1% | -13.2% | -19.4% |
| 3M | -15.1% | -13.1% | -2.1% | -13.2% |
| 6M | -15.1% | -1.1% | -14.0% | -15.5% |
| YTD | -21.8% | -35.9% | +14.1% | -16.8% |
| 1Y | -24.8% | -57.4% | +32.6% | -15.2% |
| 3Y | +51.9% | -14.9% | +66.7% | +38.1% |
| 5Y | +4.0% | -88.7% | +92.7% | -5.6% |
| All | +9.8% | +7.9% | +1.9% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling