+3,799.5%
CLS vs UPST
+7.9%
+3,791.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.0% |
| 7D | +4.6% | -3.5% | +8.1% | +5.0% |
| 30D | -13.9% | -7.1% | -6.8% | -13.2% |
| 3M | -26.6% | -13.1% | -13.5% | -25.4% |
| 6M | +15.4% | -1.1% | +16.5% | +15.2% |
| YTD | +5.7% | -35.9% | +41.5% | +9.7% |
| 1Y | +41.1% | -57.4% | +98.5% | +52.0% |
| 3Y | +1,228.6% | -14.9% | +1,243.5% | +1,194.3% |
| 5Y | +3,240.6% | -88.7% | +3,329.3% | +3,119.7% |
| All | +3,799.5% | +7.9% | +3,791.6% | +3,713.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling