+362.3%
CRWD vs UPST
-0.4%
+362.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -0.5% |
| 7D | +2.2% | -8.1% | +10.2% | +3.4% |
| 30D | -7.7% | -14.3% | +6.6% | -5.7% |
| 3M | +28.9% | -16.6% | +45.5% | +32.1% |
| 6M | +91.5% | -7.3% | +98.7% | +92.1% |
| YTD | +77.3% | -40.8% | +118.1% | +88.6% |
| 1Y | +96.3% | -62.4% | +158.7% | +120.5% |
| 3Y | +394.5% | -15.3% | +409.8% | +352.6% |
| 5Y | +213.5% | -91.1% | +304.5% | +198.0% |
| All | +362.3% | -0.4% | +362.7% | +235.4% |
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 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