+28.0%
CL vs UPST
-48.7%
+76.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.4% | -0.1% |
| 7D | +2.6% | -4.5% | +7.1% | +2.5% |
| 30D | +11.8% | -15.3% | +27.1% | +11.2% |
| 3M | +5.9% | -32.4% | +38.3% | +4.5% |
| 6M | +13.3% | -29.5% | +42.8% | +12.2% |
| YTD | +27.1% | -53.3% | +80.4% | +22.2% |
| 1Y | +28.0% | -47.4% | +75.4% | +23.0% |
| All | +28.0% | -48.7% | +76.7% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling