-47.8%
CLF vs UPST
-88.8%
+41.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | +7.6% | -3.5% | +11.1% | +8.1% |
| 30D | -1.2% | -7.1% | +5.9% | -0.2% |
| 3M | -13.4% | -13.1% | -0.3% | -12.1% |
| 6M | +15.4% | -1.1% | +16.5% | +14.4% |
| YTD | -5.9% | -35.9% | +30.0% | -1.4% |
| 1Y | +18.8% | -57.4% | +76.2% | +31.0% |
| 3Y | -19.4% | -14.9% | -4.5% | -25.5% |
| All | -47.8% | -88.8% | +41.0% | -51.0% |
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