-58.6%
CLSK vs UPST
-26.3%
-32.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.8% | +1.3% |
| 7D | +20.4% | -13.5% | +33.9% | +26.5% |
| 30D | -32.6% | -19.6% | -13.0% | -27.7% |
| 3M | -43.8% | -34.2% | -9.6% | -35.9% |
| 6M | -49.2% | -31.2% | -18.0% | -43.3% |
| YTD | -32.4% | -56.2% | +23.8% | -12.7% |
| 1Y | -48.7% | -51.7% | +3.0% | -35.5% |
| 3Y | +82.9% | -8.2% | +91.1% | +62.0% |
| 5Y | -68.1% | -92.8% | +24.7% | -60.3% |
| All | -58.6% | -26.3% | -32.3% | -63.3% |
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