-38.3%
CAG vs UPRO
+1,087.5%
-1,125.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.4% |
| 7D | -3.3% | +7.4% | -10.8% | -4.1% |
| 30D | +7.7% | -7.9% | +15.6% | +8.3% |
| 3M | -3.2% | -12.0% | +8.8% | -2.2% |
| 6M | +7.0% | -2.0% | +8.9% | +6.4% |
| YTD | -9.0% | +20.4% | -29.4% | -12.0% |
| 1Y | -9.6% | +24.5% | -34.1% | -13.0% |
| 3Y | -36.0% | +224.4% | -260.4% | -47.3% |
| 5Y | -40.9% | +97.6% | -138.5% | -50.1% |
| All | -38.3% | +1,087.5% | -1,125.8% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling