-11.7%
UPST vs CLBK
+57.4%
-69.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | +1.2% | -4.8% | -4.6% |
| 30D | -7.1% | +9.1% | -16.2% | -14.9% |
| 3M | -13.1% | +27.7% | -40.8% | -32.3% |
| 6M | -1.1% | +40.8% | -41.9% | -30.0% |
| YTD | -35.9% | +66.4% | -102.2% | -61.7% |
| 1Y | -57.4% | +72.4% | -129.8% | -75.6% |
| All | -11.7% | +57.4% | -69.1% | -46.4% |
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