-36.8%
CAG vs UPRO
+230.4%
-267.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -6.2% | +9.7% | -15.9% | -6.1% |
| 30D | +7.4% | -9.8% | +17.2% | +7.4% |
| 3M | -1.6% | -9.1% | +7.5% | -1.7% |
| 6M | +6.3% | +0.9% | +5.4% | +6.2% |
| YTD | -10.1% | +21.9% | -32.0% | -10.6% |
| 1Y | -10.2% | +19.8% | -30.0% | -10.7% |
| All | -36.8% | +230.4% | -267.2% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling