+206.4%
CLSK vs UPST
-14.8%
+221.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +7.8% |
| 7D | +21.9% | -1.5% | +23.4% | +22.5% |
| 30D | +9.6% | -13.2% | +22.8% | +15.5% |
| 3M | -18.4% | -13.0% | -5.4% | -14.5% |
| 6M | +46.4% | -2.9% | +49.2% | +44.2% |
| YTD | +33.2% | -38.3% | +71.5% | +58.3% |
| 1Y | +47.0% | -60.5% | +107.5% | +106.6% |
| 3Y | +206.4% | -11.7% | +218.1% | +149.6% |
| All | +206.4% | -14.8% | +221.2% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling