-60.9%
UPST vs CRL
+67.6%
-128.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.1% |
| 30D | -13.2% | +5.0% | -18.2% | -15.6% |
| 3M | -13.0% | +50.6% | -63.6% | -32.6% |
| 6M | -2.9% | +60.9% | -63.8% | -28.7% |
| YTD | -38.3% | +40.7% | -79.0% | -49.3% |
| All | -60.9% | +67.6% | -128.5% | -71.6% |
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