-48.7%
CLSK vs UPST
-51.0%
+2.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.8% | +2.7% |
| 7D | +20.4% | -13.5% | +33.9% | +30.0% |
| 30D | -32.6% | -19.6% | -13.0% | -24.5% |
| 3M | -43.8% | -34.2% | -9.6% | -30.5% |
| 6M | -49.2% | -31.2% | -18.0% | -40.3% |
| YTD | -32.4% | -56.2% | +23.8% | +3.1% |
| 1Y | -48.7% | -51.7% | +3.0% | -27.7% |
| All | -48.7% | -51.0% | +2.3% | -27.7% |
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