+1,840.1%
CLS vs UPST
-92.3%
+1,932.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.7% |
| 7D | -13.9% | -4.5% | -9.4% | -13.4% |
| 30D | -38.2% | -15.3% | -22.9% | -36.7% |
| 3M | -28.8% | -32.4% | +3.6% | -24.8% |
| 6M | -40.4% | -29.5% | -10.9% | -37.5% |
| YTD | -24.3% | -53.3% | +29.1% | -16.7% |
| 1Y | -35.0% | -47.4% | +12.3% | -29.7% |
| 3Y | +778.7% | -2.2% | +780.9% | +741.0% |
| All | +1,840.1% | -92.3% | +1,932.4% | +1,959.2% |
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