+1,339.9%
CRDO vs UPST
-73.2%
+1,413.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | -0.8% |
| 7D | -18.8% | -1.5% | -17.3% | -18.7% |
| 30D | -32.9% | -13.2% | -19.7% | -30.9% |
| 3M | -24.5% | -13.0% | -11.6% | -22.3% |
| 6M | +52.7% | -2.9% | +55.6% | +52.8% |
| YTD | +16.6% | -38.3% | +54.9% | +27.2% |
| 1Y | +13.7% | -60.5% | +74.2% | +34.8% |
| 3Y | +959.0% | -11.7% | +970.8% | +907.0% |
| All | +1,339.9% | -73.2% | +1,413.1% | +1,351.8% |
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 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