+226.2%
CRWD vs UPST
-92.2%
+318.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | -5.0% | -12.1% | +7.1% | -2.6% |
| 30D | -12.9% | -13.4% | +0.5% | -10.7% |
| 3M | +3.2% | -31.2% | +34.4% | +10.2% |
| 6M | +69.0% | -28.3% | +97.3% | +78.3% |
| YTD | +95.5% | -53.0% | +148.4% | +120.1% |
| 1Y | +64.6% | -47.2% | +111.8% | +80.8% |
| 3Y | +366.7% | -1.5% | +368.2% | +296.7% |
| 5Y | +226.2% | -91.6% | +317.8% | +310.6% |
| All | +226.2% | -92.2% | +318.4% | +310.6% |
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