-20.6%
CRCL vs UPST
-62.6%
+42.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.2% |
| 7D | -12.5% | -12.0% | -0.5% | -6.2% |
| 30D | +26.9% | -16.0% | +43.0% | +39.6% |
| 3M | +14.4% | -17.2% | +31.6% | +25.2% |
| 6M | -23.5% | -10.9% | -12.6% | -21.5% |
| YTD | +13.9% | -42.6% | +56.5% | +46.3% |
| 1Y | -20.6% | -59.8% | +39.2% | +27.7% |
| All | -20.6% | -62.6% | +42.0% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling