+40.7%
CL vs UPST
-28.6%
+69.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.1% |
| 7D | +5.9% | -10.9% | +16.8% | +5.8% |
| 30D | +13.8% | -7.2% | +21.0% | +13.7% |
| 3M | +6.4% | -26.7% | +33.1% | +6.0% |
| 6M | +15.6% | -29.0% | +44.6% | +15.3% |
| YTD | +27.9% | -49.4% | +77.3% | +27.1% |
| 1Y | +31.4% | -47.0% | +78.4% | +30.7% |
| All | +40.7% | -28.6% | +69.2% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling