-25.3%
UPST vs CRL
+86.4%
-111.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -4.9% |
| 7D | -4.9% | -6.1% | +1.2% | -2.5% |
| 30D | -8.9% | +12.4% | -21.3% | -14.9% |
| 3M | -26.3% | +27.1% | -53.4% | -35.4% |
| 6M | -23.7% | +85.7% | -109.5% | -45.5% |
| YTD | -49.9% | +69.2% | -119.1% | -62.5% |
| 1Y | -42.0% | +97.5% | -139.5% | -59.7% |
| 3Y | -25.3% | +86.1% | -111.4% | -66.6% |
| All | -25.3% | +86.4% | -111.7% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling