+5.4%
UPST vs CLBK
+51.8%
-46.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | -0.2% |
| 7D | +4.4% | +1.8% | +2.6% | +2.9% |
| 30D | -7.7% | +5.1% | -12.8% | -11.8% |
| 3M | -28.4% | +5.2% | -33.6% | -32.4% |
| 6M | -23.2% | +28.6% | -51.7% | -40.4% |
| YTD | -49.1% | +61.4% | -110.5% | -68.3% |
| 1Y | -42.4% | +64.7% | -107.1% | -64.8% |
| 3Y | +5.4% | +55.1% | -49.8% | -36.2% |
| All | +5.4% | +51.8% | -46.5% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling