+8.5%
CRCL vs UPST
-50.7%
+59.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.3% |
| 7D | -12.5% | -12.0% | -0.5% | -6.5% |
| 30D | +26.9% | -16.0% | +43.0% | +39.0% |
| 3M | +14.4% | -17.2% | +31.6% | +24.8% |
| 6M | -23.5% | -10.9% | -12.6% | -21.3% |
| YTD | +13.9% | -42.6% | +56.5% | +44.7% |
| 1Y | -20.6% | -59.8% | +39.2% | +18.7% |
| All | +8.5% | -50.7% | +59.3% | +35.4% |
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