-22.6%
CLSK vs UPST
-3.5%
-19.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.6% | -2.6% |
| 7D | +1.7% | -12.0% | +13.7% | +6.2% |
| 30D | +11.1% | -16.0% | +27.1% | +17.2% |
| 3M | -14.1% | -17.2% | +3.1% | -9.2% |
| 6M | +32.9% | -10.9% | +43.8% | +35.7% |
| YTD | +26.5% | -42.6% | +69.1% | +49.8% |
| 1Y | +27.6% | -59.8% | +87.4% | +69.6% |
| 3Y | +190.9% | -17.9% | +208.8% | +162.7% |
| 5Y | -0.4% | -90.7% | +90.3% | +13.4% |
| All | -22.6% | -3.5% | -19.1% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling