-93.5%
UPST vs CRL
-10.4%
-83.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -6.1% |
| 7D | -4.9% | -6.1% | +1.2% | -1.9% |
| 30D | -8.9% | +12.4% | -21.3% | -16.9% |
| 3M | -26.3% | +27.1% | -53.4% | -38.3% |
| 6M | -23.7% | +85.7% | -109.5% | -51.4% |
| YTD | -49.9% | +69.2% | -119.1% | -66.3% |
| 1Y | -42.0% | +97.5% | -139.5% | -64.9% |
| 3Y | -25.3% | +86.1% | -111.4% | -59.3% |
| All | -93.5% | -10.4% | -83.1% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling