+18.5%
CLF vs UPST
-51.0%
+69.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.3% | +0.6% |
| 7D | +16.0% | -13.5% | +29.5% | +18.7% |
| 30D | +1.6% | -19.6% | +21.3% | +5.2% |
| 3M | +6.7% | -34.2% | +40.9% | +14.6% |
| 6M | +21.1% | -31.2% | +52.3% | +27.1% |
| YTD | -1.6% | -56.2% | +54.6% | +8.9% |
| 1Y | +18.5% | -51.7% | +70.2% | +25.7% |
| All | +18.5% | -51.0% | +69.5% | +25.7% |
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 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