-23.2%
CLSK vs UPST
+7.9%
-31.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +8.8% | -3.5% | +12.4% | +10.2% |
| 30D | -6.0% | -7.1% | +1.1% | -4.1% |
| 3M | -24.4% | -13.1% | -11.3% | -21.2% |
| 6M | +19.0% | -1.1% | +20.1% | +17.5% |
| YTD | +25.4% | -35.9% | +61.3% | +43.1% |
| 1Y | +39.8% | -57.4% | +97.2% | +81.6% |
| 3Y | +177.7% | -14.9% | +192.6% | +147.2% |
| 5Y | -11.0% | -88.7% | +77.6% | -3.6% |
| All | -23.2% | +7.9% | -31.1% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling