+122.5%
CRWV vs UPST
-47.7%
+170.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | -0.4% | -8.8% | +8.4% | +3.2% |
| 30D | -17.4% | -12.1% | -5.3% | -13.5% |
| 3M | -7.1% | -19.5% | +12.5% | +0.4% |
| 6M | +8.6% | -6.8% | +15.4% | +7.9% |
| YTD | +24.3% | -41.5% | +65.8% | +46.5% |
| 1Y | -21.0% | -58.9% | +37.8% | +6.2% |
| All | +122.5% | -47.7% | +170.2% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling