-30.7%
UPST vs CRL
+42.8%
-73.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.1% | -6.1% | -6.9% |
| 7D | -4.5% | -1.7% | -2.8% | -4.3% |
| 30D | -15.3% | +14.6% | -29.9% | -23.6% |
| 3M | -32.4% | +24.8% | -57.3% | -42.5% |
| 6M | -29.5% | +94.7% | -124.2% | -56.3% |
| YTD | -53.3% | +73.4% | -126.7% | -68.9% |
| 1Y | -47.4% | +104.7% | -152.0% | -68.7% |
| 3Y | -2.2% | +101.1% | -103.3% | -49.7% |
| 5Y | -92.0% | -10.8% | -81.3% | -92.3% |
| All | -30.7% | +42.8% | -73.5% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling