-12.9%
CLX vs UPST
-28.6%
+15.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.7% |
| 7D | +12.4% | -10.9% | +23.3% | +12.7% |
| 30D | +21.1% | -7.2% | +28.3% | +21.3% |
| 3M | -3.3% | -26.7% | +23.4% | -2.7% |
| 6M | +18.8% | -29.0% | +47.8% | +19.5% |
| YTD | +3.9% | -49.4% | +53.3% | +4.9% |
| 1Y | -3.8% | -47.0% | +43.2% | -3.0% |
| All | -12.9% | -28.6% | +15.7% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling