-51.4%
CLF vs UPST
-93.6%
+42.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -19.6% | -4.9% | -14.7% | -19.1% |
| 30D | -5.0% | -8.9% | +3.9% | -4.0% |
| 3M | -6.3% | -26.3% | +20.0% | -2.5% |
| 6M | +2.8% | -23.7% | +26.5% | +5.7% |
| YTD | -13.7% | -49.9% | +36.2% | -6.6% |
| 1Y | +13.6% | -42.0% | +55.6% | +20.1% |
| 3Y | -34.0% | -25.3% | -8.7% | -37.8% |
| All | -51.4% | -93.6% | +42.2% | -47.5% |
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