+1,298.7%
CRDO vs UPST
-74.5%
+1,373.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.2% |
| 7D | -4.5% | -8.8% | +4.3% | -2.5% |
| 30D | -39.2% | -12.1% | -27.2% | -37.7% |
| 3M | -38.5% | -19.5% | -19.0% | -35.6% |
| 6M | +40.6% | -6.8% | +47.4% | +42.0% |
| YTD | +13.2% | -41.5% | +54.7% | +25.0% |
| 1Y | +2.3% | -58.9% | +61.1% | +20.7% |
| 3Y | +942.5% | -15.2% | +957.7% | +901.0% |
| All | +1,298.7% | -74.5% | +1,373.2% | +1,327.0% |
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