-58.1%
CLSK vs UPST
-48.7%
-9.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +9.4% | -26.0% | -21.3% |
| 7D | -20.7% | -3.1% | -17.6% | -20.1% |
| 30D | -45.5% | -4.0% | -41.5% | -44.7% |
| 3M | -52.0% | -22.9% | -29.1% | -45.8% |
| 6M | -47.0% | -27.1% | -19.8% | -39.5% |
| YTD | -32.8% | -46.5% | +13.7% | -9.7% |
| 1Y | -58.1% | -49.4% | -8.6% | -41.1% |
| All | -58.1% | -48.7% | -9.4% | -41.1% |
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