-39.5%
CLX vs UPST
-15.8%
-23.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +13.6% | -4.9% | +18.5% | +13.6% |
| 30D | +23.4% | -8.9% | +32.2% | +23.4% |
| 3M | -2.8% | -26.3% | +23.5% | -2.6% |
| 6M | +14.0% | -23.7% | +37.7% | +14.2% |
| YTD | +4.2% | -49.9% | +54.1% | +4.5% |
| 1Y | -1.2% | -42.0% | +40.8% | -1.0% |
| 3Y | -12.7% | -25.3% | +12.6% | -12.7% |
| 5Y | -26.5% | -93.4% | +66.9% | -29.0% |
| All | -39.5% | -15.8% | -23.7% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling