+30.0%
CL vs UPST
-88.8%
+118.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.5% |
| 7D | -2.2% | -3.5% | +1.4% | -2.2% |
| 30D | -4.8% | -7.1% | +2.3% | -4.9% |
| 3M | +4.9% | -13.1% | +18.0% | +4.9% |
| 6M | -5.7% | -1.1% | -4.6% | -5.7% |
| YTD | +14.4% | -35.9% | +50.2% | +14.2% |
| 1Y | +8.7% | -57.4% | +66.2% | +8.6% |
| 3Y | +30.0% | -14.9% | +44.8% | +29.6% |
| All | +30.0% | -88.8% | +118.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling