-8.2%
CLF vs UPST
+7.9%
-16.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | +7.6% | -3.5% | +11.1% | +8.0% |
| 30D | -1.2% | -7.1% | +5.9% | -0.4% |
| 3M | -13.4% | -13.1% | -0.3% | -12.3% |
| 6M | +15.4% | -1.1% | +16.5% | +14.6% |
| YTD | -5.9% | -35.9% | +30.0% | -2.3% |
| 1Y | +18.8% | -57.4% | +76.2% | +28.4% |
| 3Y | -19.4% | -14.9% | -4.5% | -23.6% |
| 5Y | -47.7% | -88.7% | +40.9% | -50.0% |
| All | -8.2% | +7.9% | -16.1% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling