+216.7%
CRWD vs UPST
-90.2%
+306.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.7% |
| 7D | -2.3% | -1.5% | -0.9% | -2.1% |
| 30D | -2.1% | -13.2% | +11.2% | +0.4% |
| 3M | +27.5% | -13.0% | +40.5% | +30.5% |
| 6M | +95.8% | -2.9% | +98.7% | +94.8% |
| YTD | +79.2% | -38.3% | +117.5% | +92.3% |
| 1Y | +96.3% | -60.5% | +156.7% | +125.7% |
| 3Y | +399.8% | -11.7% | +411.5% | +332.5% |
| 5Y | +216.7% | -90.2% | +306.9% | +221.4% |
| All | +216.7% | -90.2% | +306.9% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling