+1,384.2%
CBRE vs UPRO
+12,137.2%
-10,753.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | +5.2% | -8.7% | +13.9% | +9.1% |
| 30D | +6.2% | -16.9% | +23.1% | +14.9% |
| 3M | -8.1% | -15.3% | +7.2% | -1.6% |
| 6M | -6.6% | -5.7% | -0.9% | -6.1% |
| YTD | -15.7% | +12.1% | -27.8% | -22.3% |
| 1Y | -9.7% | +16.4% | -26.1% | -18.5% |
| 3Y | +80.4% | +210.5% | -130.1% | -5.6% |
| 5Y | +27.0% | +82.4% | -55.4% | -23.0% |
| 10Y | +412.9% | +1,144.5% | -731.6% | -15.8% |
| All | +1,384.2% | +12,137.2% | -10,753.0% | -55.9% |
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 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