-8.4%
UPST vs CRL
+15.9%
-24.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.1% |
| 30D | -13.2% | +5.0% | -18.2% | -16.1% |
| 3M | -13.0% | +50.6% | -63.6% | -34.6% |
| 6M | -2.9% | +60.9% | -63.8% | -31.8% |
| YTD | -38.3% | +40.7% | -79.0% | -52.2% |
| 1Y | -60.5% | +73.3% | -133.8% | -73.5% |
| 3Y | -11.7% | +40.6% | -52.3% | -38.9% |
| 5Y | -90.2% | -37.0% | -53.2% | -88.1% |
| All | -8.4% | +15.9% | -24.4% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling