-24.5%
UPST vs CRL
+45.9%
-70.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.0% | -1.3% |
| 7D | +4.4% | +4.4% | 0.0% | +0.5% |
| 30D | -7.7% | +17.1% | -24.8% | -17.9% |
| 3M | -28.4% | +32.1% | -60.5% | -41.4% |
| 6M | -23.2% | +98.9% | -122.1% | -53.1% |
| YTD | -49.1% | +77.1% | -126.3% | -66.6% |
| 1Y | -42.4% | +110.3% | -152.6% | -66.4% |
| 3Y | +5.4% | +108.5% | -103.1% | -47.4% |
| 5Y | -92.9% | -7.9% | -85.1% | -93.2% |
| All | -24.5% | +45.9% | -70.4% | -51.7% |
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