+30.8%
CL vs UPST
-15.8%
+46.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -2.2% |
| 7D | +1.3% | -4.9% | +6.2% | +1.3% |
| 30D | +11.4% | -8.9% | +20.2% | +11.3% |
| 3M | +4.4% | -26.3% | +30.7% | +4.3% |
| 6M | +10.8% | -23.7% | +34.5% | +10.7% |
| YTD | +25.1% | -49.9% | +75.1% | +24.8% |
| 1Y | +28.0% | -42.0% | +69.9% | +27.7% |
| 3Y | +37.6% | -25.3% | +62.9% | +37.6% |
| 5Y | +39.7% | -93.4% | +133.1% | +38.0% |
| All | +30.8% | -15.8% | +46.6% | +31.3% |
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