-25.3%
CRCL vs UPST
-61.6%
+36.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -3.7% |
| 7D | -8.4% | -10.6% | +2.3% | -2.8% |
| 30D | -21.8% | -14.0% | -7.8% | -15.2% |
| 3M | -17.5% | -36.8% | +19.4% | +5.3% |
| 6M | -50.9% | -27.5% | -23.3% | -42.3% |
| YTD | -21.6% | -55.3% | +33.7% | +14.1% |
| 1Y | -24.5% | -47.5% | +23.1% | +1.6% |
| All | -25.3% | -61.6% | +36.3% | +6.8% |
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