-18.1%
CAG vs UPRO
+38.4%
-56.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.9% |
| 7D | -5.9% | -6.0% | +0.1% | -6.4% |
| 30D | -1.5% | -5.8% | +4.2% | -2.0% |
| 3M | +11.5% | +10.8% | +0.6% | +12.6% |
| 6M | -15.7% | +31.6% | -47.3% | -14.2% |
| YTD | -10.2% | +25.4% | -35.6% | -9.2% |
| 1Y | -18.1% | +39.2% | -57.3% | -16.4% |
| All | -18.1% | +38.4% | -56.4% | -16.4% |
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