+2,695.1%
CLS vs UPST
-21.5%
+2,716.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.4% |
| 7D | -13.9% | -4.5% | -9.4% | -13.5% |
| 30D | -38.2% | -15.3% | -22.9% | -37.1% |
| 3M | -28.8% | -32.4% | +3.6% | -25.9% |
| 6M | -40.4% | -29.5% | -10.9% | -38.2% |
| YTD | -24.3% | -53.3% | +29.1% | -18.7% |
| 1Y | -35.0% | -47.4% | +12.3% | -31.1% |
| 3Y | +778.7% | -2.2% | +780.9% | +761.2% |
| 5Y | +1,884.8% | -92.0% | +1,976.9% | +1,882.3% |
| All | +2,695.1% | -21.5% | +2,716.6% | +2,726.7% |
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