-35.5%
CLX vs UPST
-21.5%
-14.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.3% | +1.1% |
| 7D | +13.6% | -4.5% | +18.1% | +13.7% |
| 30D | +29.1% | -15.3% | +44.4% | +29.2% |
| 3M | +1.6% | -32.4% | +34.0% | +1.9% |
| 6M | +18.7% | -29.5% | +48.2% | +19.0% |
| YTD | +11.1% | -53.3% | +64.4% | +11.5% |
| 1Y | +7.0% | -47.4% | +54.4% | +7.3% |
| 3Y | -10.0% | -2.2% | -7.8% | -10.0% |
| 5Y | -22.6% | -92.0% | +69.4% | -24.9% |
| All | -35.5% | -21.5% | -14.0% | -32.8% |
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 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