+402.3%
CRWD vs UPST
-21.5%
+423.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.0% | 0.0% |
| 7D | -7.7% | -4.5% | -3.2% | -7.2% |
| 30D | -17.9% | -15.3% | -2.6% | -16.0% |
| 3M | +0.3% | -32.4% | +32.7% | +5.7% |
| 6M | +71.1% | -29.5% | +100.6% | +78.9% |
| YTD | +92.6% | -53.3% | +146.0% | +111.4% |
| 1Y | +62.0% | -47.4% | +109.3% | +74.4% |
| 3Y | +360.0% | -2.2% | +362.2% | +316.8% |
| 5Y | +220.7% | -92.0% | +312.8% | +213.9% |
| All | +402.3% | -21.5% | +423.8% | +276.0% |
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