+81.4%
CLSK vs UPST
0.0%
+81.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.4% | +4.9% |
| 7D | +1.6% | -12.1% | +13.7% | +7.7% |
| 30D | -32.9% | -13.4% | -19.5% | -29.1% |
| 3M | -40.0% | -31.2% | -8.8% | -30.8% |
| 6M | -51.7% | -28.3% | -23.3% | -45.6% |
| YTD | -31.7% | -53.0% | +21.3% | -9.7% |
| 1Y | -50.8% | -47.2% | -3.6% | -37.5% |
| All | +81.4% | 0.0% | +81.4% | +25.5% |
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