+37.4%
CAVA vs UPRO
+241.0%
-203.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | 0.0% |
| 7D | -1.5% | +1.5% | -3.0% | -2.4% |
| 30D | -3.7% | -3.7% | +0.1% | -1.4% |
| 3M | -18.3% | +8.0% | -26.3% | -23.0% |
| 6M | -23.5% | +38.7% | -62.1% | -39.1% |
| YTD | +2.5% | +29.5% | -27.1% | -14.8% |
| 1Y | -8.0% | +46.1% | -54.0% | -29.3% |
| 3Y | +53.5% | +229.1% | -175.6% | -34.1% |
| All | +37.4% | +241.0% | -203.6% | -38.7% |
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