-12.1%
UPST vs CLBK
+63.4%
-75.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -2.9% |
| 7D | -8.1% | -1.5% | -6.6% | -6.9% |
| 30D | -14.3% | +6.7% | -21.0% | -19.3% |
| 3M | -16.6% | +21.2% | -37.8% | -30.5% |
| 6M | -7.3% | +42.0% | -49.2% | -32.6% |
| YTD | -40.8% | +63.3% | -104.1% | -62.2% |
| 1Y | -62.4% | +65.4% | -127.8% | -76.4% |
| 3Y | -15.3% | +52.5% | -67.8% | -41.7% |
| 5Y | -91.1% | +42.0% | -133.0% | -93.7% |
| All | -12.1% | +63.4% | -75.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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