-42.0%
UPST vs CRL
+101.2%
-143.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -5.1% |
| 7D | -4.9% | -6.1% | +1.2% | -2.3% |
| 30D | -8.9% | +12.4% | -21.3% | -15.6% |
| 3M | -26.3% | +27.1% | -53.4% | -36.4% |
| 6M | -23.7% | +85.7% | -109.5% | -48.1% |
| YTD | -49.9% | +69.2% | -119.1% | -62.2% |
| 1Y | -42.0% | +97.5% | -139.5% | -62.8% |
| All | -42.0% | +101.2% | -143.2% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling