-25.4%
CLF vs UPST
+2.1%
-27.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.3% | +6.7% |
| 7D | -14.1% | +4.4% | -18.5% | -14.8% |
| 30D | -5.5% | -7.7% | +2.1% | -4.6% |
| 3M | 0.0% | -28.4% | +28.4% | +5.5% |
| 6M | +11.3% | -23.2% | +34.4% | +14.9% |
| YTD | -7.7% | -49.1% | +41.4% | +1.2% |
| 1Y | +17.5% | -42.4% | +59.9% | +25.7% |
| 3Y | -25.4% | +5.4% | -30.8% | -33.4% |
| All | -25.4% | +2.1% | -27.5% | -33.4% |
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