-30.7%
UPST vs CLBK
+61.2%
-92.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.1% | -8.1% |
| 7D | -4.5% | +2.4% | -6.9% | -6.3% |
| 30D | -15.3% | +4.9% | -20.2% | -18.9% |
| 3M | -32.4% | +5.3% | -37.7% | -36.1% |
| 6M | -29.5% | +28.3% | -57.9% | -44.5% |
| YTD | -53.3% | +61.1% | -114.5% | -70.0% |
| 1Y | -47.4% | +62.4% | -109.7% | -66.4% |
| 3Y | -2.2% | +54.7% | -56.9% | -34.4% |
| 5Y | -92.0% | +27.4% | -119.5% | -93.9% |
| All | -30.7% | +61.2% | -92.0% | -47.7% |
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