-50.0%
CLSK vs UPST
-28.9%
-21.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.6% |
| 7D | +8.0% | -10.6% | +18.6% | +12.7% |
| 30D | -27.9% | -14.0% | -13.9% | -23.2% |
| 3M | -42.3% | -36.8% | -5.4% | -30.9% |
| 6M | -50.0% | -27.5% | -22.5% | -45.2% |
| All | -50.0% | -28.9% | -21.1% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling