-44.5%
CLX vs UPST
+7.9%
-52.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -9.2% | -3.5% | -5.7% | -9.2% |
| 30D | -11.0% | -7.1% | -3.9% | -11.0% |
| 3M | +5.0% | -13.1% | +18.1% | +5.1% |
| 6M | -18.8% | -1.1% | -17.7% | -18.9% |
| YTD | -4.4% | -35.9% | +31.5% | -4.3% |
| 1Y | -21.9% | -57.4% | +35.6% | -21.6% |
| 3Y | -32.8% | -14.9% | -17.9% | -32.9% |
| 5Y | -34.6% | -88.7% | +54.1% | -36.4% |
| All | -44.5% | +7.9% | -52.4% | -42.3% |
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