+985.9%
CB vs UPRO
+14,289.1%
-13,303.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.1% | -0.9% | -2.2% | -3.0% |
| 3M | +9.0% | +1.9% | +7.0% | +7.4% |
| 6M | +2.9% | +33.1% | -30.3% | -6.1% |
| YTD | +10.1% | +31.8% | -21.7% | +0.4% |
| 1Y | +22.8% | +48.3% | -25.5% | +7.7% |
| 3Y | +73.8% | +221.5% | -147.7% | +15.2% |
| 5Y | +99.2% | +136.7% | -37.6% | +32.6% |
| 10Y | +218.2% | +1,179.2% | -961.0% | +7.8% |
| All | +985.9% | +14,289.1% | -13,303.2% | +49.2% |
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