+35.0%
CL vs UPST
-24.8%
+59.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.8% |
| 7D | +3.2% | -10.6% | +13.9% | +3.2% |
| 30D | +8.0% | -14.0% | +22.0% | +8.0% |
| 3M | +7.9% | -36.8% | +44.7% | +7.6% |
| 6M | +14.7% | -27.5% | +42.3% | +14.6% |
| YTD | +29.2% | -55.3% | +84.4% | +28.7% |
| 1Y | +29.5% | -47.5% | +77.1% | +29.2% |
| 3Y | +40.7% | -10.4% | +51.1% | +40.6% |
| 5Y | +43.9% | -92.6% | +136.4% | +42.2% |
| All | +35.0% | -24.8% | +59.8% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling