+732.7%
CLS vs UPST
-29.4%
+762.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -22.2% | -4.9% | -17.3% | -21.4% |
| 30D | -44.4% | -8.9% | -35.5% | -43.4% |
| 3M | -34.3% | -26.3% | -8.0% | -30.5% |
| 6M | -50.1% | -23.7% | -26.3% | -47.7% |
| YTD | -30.1% | -49.9% | +19.9% | -21.9% |
| 1Y | -39.3% | -42.0% | +2.6% | -34.1% |
| 3Y | +732.7% | -25.3% | +758.0% | +785.8% |
| All | +732.7% | -29.4% | +762.1% | +785.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling