+39.8%
CLSK vs UPST
-56.5%
+96.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.7% |
| 7D | +8.8% | -3.5% | +12.4% | +11.0% |
| 30D | -6.0% | -7.1% | +1.1% | -3.2% |
| 3M | -24.4% | -13.1% | -11.3% | -19.8% |
| 6M | +19.0% | -1.1% | +20.1% | +14.0% |
| YTD | +25.4% | -35.9% | +61.3% | +52.1% |
| 1Y | +39.8% | -57.4% | +97.2% | +73.0% |
| All | +39.8% | -56.5% | +96.3% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling