+406.1%
CAH vs UPRO
+1,102.3%
-696.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | +3.9% | +9.7% | -5.8% | +1.7% |
| 30D | +16.0% | -9.8% | +25.8% | +18.1% |
| 3M | +19.1% | -9.1% | +28.2% | +20.8% |
| 6M | +53.0% | +0.9% | +52.1% | +50.6% |
| YTD | +36.6% | +21.9% | +14.7% | +27.6% |
| 1Y | +37.4% | +19.8% | +17.6% | +28.6% |
| 3Y | +178.8% | +227.4% | -48.5% | +91.2% |
| 5Y | +498.6% | +100.1% | +398.5% | +334.7% |
| All | +406.1% | +1,102.3% | -696.1% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling