-91.6%
UPST vs CRL
-12.1%
-79.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.7% |
| 7D | -10.6% | +0.1% | -10.8% | -10.7% |
| 30D | -14.0% | +11.9% | -25.9% | -21.3% |
| 3M | -36.8% | +20.2% | -57.0% | -45.0% |
| 6M | -27.5% | +107.5% | -135.1% | -57.3% |
| YTD | -55.3% | +69.4% | -124.7% | -70.0% |
| 1Y | -47.5% | +99.7% | -147.3% | -68.6% |
| 3Y | -10.4% | +98.8% | -109.2% | -55.1% |
| All | -91.6% | -12.1% | -79.5% | -89.6% |
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 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