-9.6%
CAG vs UPRO
+19.8%
-29.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.1% |
| 7D | -3.3% | +7.4% | -10.8% | -2.5% |
| 30D | +7.7% | -7.9% | +15.6% | +6.8% |
| 3M | -3.2% | -12.0% | +8.8% | -4.2% |
| 6M | +7.0% | -2.0% | +8.9% | +7.0% |
| YTD | -9.0% | +20.4% | -29.4% | -8.8% |
| 1Y | -9.6% | +24.5% | -34.1% | -9.4% |
| All | -9.6% | +19.8% | -29.4% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling