+23.3%
CAVA vs UPRO
+230.0%
-206.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.4% |
| 7D | -12.4% | -6.0% | -6.4% | -9.2% |
| 30D | -11.2% | -5.8% | -5.4% | -7.9% |
| 3M | -33.8% | +10.8% | -44.6% | -38.3% |
| 6M | -32.5% | +31.6% | -64.1% | -44.5% |
| YTD | -8.0% | +25.4% | -33.4% | -21.9% |
| 1Y | -17.1% | +39.2% | -56.4% | -34.5% |
| 3Y | +37.8% | +218.5% | -180.7% | -39.7% |
| All | +23.3% | +230.0% | -206.6% | -43.9% |
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