+401.2%
CBRE vs UPRO
+1,162.5%
-761.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | -3.0% | -5.0% | +2.1% | -0.9% |
| 3M | +2.6% | +7.5% | -4.9% | -1.0% |
| 6M | +2.0% | +33.2% | -31.2% | -10.5% |
| YTD | -13.1% | +27.7% | -40.8% | -22.5% |
| 1Y | -13.8% | +43.0% | -56.9% | -27.1% |
| 3Y | +63.9% | +224.4% | -160.6% | -6.8% |
| 5Y | +42.3% | +135.9% | -93.5% | -15.4% |
| 10Y | +401.2% | +1,232.5% | -831.3% | +8.8% |
| All | +401.2% | +1,162.5% | -761.4% | +8.8% |
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