+81.6%
CBRE vs UPRO
+226.4%
-144.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | -1.8% | +7.4% | -9.2% | -4.1% |
| 30D | +3.3% | -7.9% | +11.2% | +5.6% |
| 3M | -12.4% | -12.0% | -0.3% | -9.1% |
| 6M | -5.4% | -2.0% | -3.4% | -5.9% |
| YTD | -17.2% | +20.4% | -37.6% | -23.6% |
| 1Y | -13.1% | +24.5% | -37.6% | -20.8% |
| 3Y | +81.6% | +224.4% | -142.8% | -0.7% |
| All | +81.6% | +226.4% | -144.8% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling