-49.6%
CLF vs UPST
-93.2%
+43.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.3% | -6.9% | -11.5% |
| 7D | -21.0% | -10.9% | -10.1% | -19.8% |
| 30D | -8.0% | -7.2% | -0.8% | -7.3% |
| 3M | -10.9% | -26.7% | +15.8% | -7.3% |
| 6M | +5.8% | -29.0% | +34.8% | +9.8% |
| YTD | -15.1% | -49.4% | +34.2% | -8.3% |
| 1Y | +7.2% | -47.0% | +54.2% | +14.8% |
| 3Y | -34.2% | -27.0% | -7.2% | -37.9% |
| 5Y | -49.6% | -93.3% | +43.7% | -45.8% |
| All | -49.6% | -93.2% | +43.6% | -45.8% |
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