+32.4%
CLSK vs UPST
-61.4%
+93.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | +0.7% |
| 7D | +17.2% | -8.1% | +25.3% | +22.4% |
| 30D | +14.6% | -14.3% | +28.9% | +23.0% |
| 3M | -16.8% | -16.6% | -0.2% | -10.0% |
| 6M | +38.2% | -7.3% | +45.5% | +35.8% |
| YTD | +31.2% | -40.8% | +72.0% | +67.5% |
| All | +32.4% | -61.4% | +93.8% | +79.8% |
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