+22.6%
CRCL vs UPST
-44.9%
+67.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.3% |
| 7D | +17.1% | -3.5% | +20.7% | +19.3% |
| 30D | +61.3% | -7.1% | +68.4% | +67.4% |
| 3M | +12.7% | -13.1% | +25.8% | +20.1% |
| 6M | -3.1% | -1.1% | -2.0% | -5.4% |
| YTD | +28.7% | -35.9% | +64.5% | +54.3% |
| 1Y | -13.1% | -57.4% | +44.3% | +25.0% |
| All | +22.6% | -44.9% | +67.6% | +44.4% |
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 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