+241.0%
CCEP vs UPRO
+1,152.9%
-912.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -1.0% | +1.5% | -2.4% | -1.3% |
| 30D | -1.6% | -3.7% | +2.1% | -0.8% |
| 3M | +11.9% | +8.0% | +3.9% | +9.2% |
| 6M | +7.5% | +38.7% | -31.2% | -1.8% |
| YTD | +18.7% | +29.5% | -10.8% | +9.9% |
| 1Y | +21.4% | +46.1% | -24.7% | +8.5% |
| 3Y | +89.1% | +229.1% | -140.0% | +28.5% |
| 5Y | +108.7% | +136.0% | -27.3% | +44.8% |
| 10Y | +241.0% | +1,155.3% | -914.3% | +38.8% |
| All | +241.0% | +1,152.9% | -912.0% | +38.8% |
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