-7.1%
CLF vs UPST
-24.8%
+17.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -3.5% |
| 7D | +10.4% | -10.6% | +21.0% | +11.7% |
| 30D | +0.6% | -14.0% | +14.5% | +1.9% |
| 3M | +4.1% | -36.8% | +41.0% | +9.2% |
| 6M | +15.1% | -27.5% | +42.6% | +18.2% |
| YTD | -4.7% | -55.3% | +50.5% | +2.5% |
| 1Y | +20.4% | -47.5% | +67.9% | +27.1% |
| 3Y | -23.4% | -10.4% | -12.9% | -26.9% |
| 5Y | -43.3% | -92.6% | +49.3% | -43.6% |
| All | -7.1% | -24.8% | +17.6% | -18.6% |
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