-41.0%
CAG vs UPRO
+132.6%
-173.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -6.6% | -1.3% | -5.3% | -6.5% |
| 30D | +2.3% | -5.0% | +7.3% | +2.6% |
| 3M | +16.3% | +7.5% | +8.8% | +15.6% |
| 6M | -16.0% | +33.2% | -49.3% | -17.9% |
| YTD | -7.7% | +27.7% | -35.4% | -9.5% |
| 1Y | -16.0% | +43.0% | -59.1% | -18.6% |
| 3Y | -37.7% | +224.4% | -262.1% | -45.3% |
| All | -41.0% | +132.6% | -173.6% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling