+974.3%
CRDO vs UPST
-16.7%
+991.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.4% |
| 7D | +1.6% | -8.1% | +9.7% | +4.2% |
| 30D | -30.0% | -14.3% | -15.7% | -27.0% |
| 3M | -28.3% | -16.6% | -11.7% | -24.5% |
| 6M | +44.8% | -7.3% | +52.1% | +46.6% |
| YTD | +16.7% | -40.8% | +57.5% | +32.6% |
| 1Y | +12.7% | -62.4% | +75.1% | +44.0% |
| All | +974.3% | -16.7% | +991.1% | +951.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling