+93.3%
CAG vs UPRO
+14,289.1%
-14,195.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +3.1% | -0.9% | +4.0% | +3.2% |
| 3M | +23.5% | +1.9% | +21.5% | +22.6% |
| 6M | -14.8% | +33.1% | -48.0% | -18.9% |
| YTD | -5.4% | +31.8% | -37.2% | -10.1% |
| 1Y | -11.8% | +48.3% | -60.1% | -17.9% |
| 3Y | -36.7% | +221.5% | -258.1% | -49.7% |
| 5Y | -40.3% | +136.7% | -177.0% | -52.6% |
| 10Y | -37.0% | +1,179.2% | -1,216.2% | -67.9% |
| All | +93.3% | +14,289.1% | -14,195.7% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling