+2,683.0%
CLS vs UPST
-14.4%
+2,697.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.2% | +7.7% |
| 7D | -10.6% | +4.4% | -15.0% | -11.0% |
| 30D | -38.4% | -7.7% | -30.8% | -37.9% |
| 3M | -29.9% | -28.4% | -1.4% | -27.4% |
| 6M | -40.6% | -23.2% | -17.5% | -39.1% |
| YTD | -24.6% | -49.1% | +24.5% | -19.8% |
| 1Y | -30.8% | -42.4% | +11.6% | -27.3% |
| 3Y | +811.7% | +5.4% | +806.4% | +786.1% |
| 5Y | +1,838.4% | -92.9% | +1,931.3% | +1,823.0% |
| All | +2,683.0% | -14.4% | +2,697.4% | +2,688.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling