+1,980.9%
CLS vs UPST
-92.5%
+2,073.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.7% |
| 7D | +16.3% | -10.6% | +26.9% | +18.1% |
| 30D | -25.7% | -14.0% | -11.7% | -24.1% |
| 3M | -30.9% | -36.8% | +6.0% | -26.2% |
| 6M | -35.5% | -27.5% | -8.0% | -32.7% |
| YTD | -18.7% | -55.3% | +36.6% | -10.1% |
| 1Y | -17.9% | -47.5% | +29.6% | -11.2% |
| 3Y | +838.1% | -10.4% | +848.5% | +807.2% |
| All | +1,980.9% | -92.5% | +2,073.4% | +2,145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling