+406.9%
CBRE vs UPRO
+1,163.1%
-756.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -5.0% | -0.8% |
| 7D | +1.0% | -0.9% | +1.9% | +1.0% |
| 30D | +5.6% | -11.4% | +17.1% | +10.2% |
| 3M | -6.8% | -10.9% | +4.1% | -3.0% |
| 6M | -5.6% | -0.5% | -5.0% | -7.0% |
| YTD | -14.1% | +19.9% | -33.9% | -21.9% |
| 1Y | -9.5% | +24.2% | -33.7% | -19.1% |
| 3Y | +91.8% | +236.9% | -145.2% | +7.0% |
| 5Y | +30.3% | +96.6% | -66.2% | -16.7% |
| 10Y | +406.9% | +1,091.6% | -684.7% | +15.9% |
| All | +406.9% | +1,163.1% | -756.3% | +15.9% |
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 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