-89.3%
UPST vs CRL
-35.5%
-53.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.6% |
| 7D | -3.5% | -1.0% | -2.5% | -2.8% |
| 30D | -7.1% | +10.7% | -17.8% | -13.2% |
| 3M | -13.1% | +55.3% | -68.4% | -35.8% |
| 6M | -1.1% | +60.7% | -61.7% | -30.1% |
| YTD | -35.9% | +44.6% | -80.5% | -51.0% |
| 1Y | -57.4% | +77.7% | -135.2% | -71.9% |
| 3Y | -14.9% | +37.6% | -52.5% | -39.5% |
| All | -89.3% | -35.5% | -53.8% | -88.0% |
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