-33.8%
CLX vs UPST
-24.8%
-9.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -1.0% | +1.1% |
| 7D | +9.5% | -10.6% | +20.1% | +9.6% |
| 30D | +30.7% | -14.0% | +44.7% | +30.8% |
| 3M | +4.2% | -36.8% | +41.1% | +4.6% |
| 6M | +22.1% | -27.5% | +49.6% | +22.4% |
| YTD | +14.1% | -55.3% | +69.3% | +14.6% |
| 1Y | +10.3% | -47.5% | +57.9% | +10.6% |
| 3Y | -7.8% | -10.4% | +2.6% | -7.8% |
| 5Y | -20.8% | -92.6% | +71.7% | -23.1% |
| All | -33.8% | -24.8% | -9.0% | -31.0% |
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