+1,225.8%
CLS vs UPST
-13.8%
+1,239.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | +4.6% | -3.5% | +8.1% | +5.3% |
| 30D | -13.9% | -7.1% | -6.8% | -12.7% |
| 3M | -26.6% | -13.1% | -13.5% | -24.5% |
| 6M | +15.4% | -1.1% | +16.5% | +14.7% |
| YTD | +5.7% | -35.9% | +41.5% | +12.8% |
| 1Y | +41.1% | -57.4% | +98.5% | +61.2% |
| All | +1,225.8% | -13.8% | +1,239.5% | +1,261.8% |
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