-42.6%
UPST vs CRL
+111.4%
-154.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.0% | -0.7% |
| 7D | +4.4% | +4.4% | 0.0% | +1.2% |
| 30D | -7.7% | +17.1% | -24.8% | -16.2% |
| 3M | -28.4% | +32.1% | -60.5% | -39.5% |
| 6M | -23.2% | +98.9% | -122.1% | -49.9% |
| YTD | -49.1% | +77.1% | -126.3% | -62.6% |
| All | -42.6% | +111.4% | -154.0% | -65.0% |
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 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