+302.3%
CCEP vs UPRO
+1,163.1%
-860.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.0% | -5.8% | -0.4% |
| 7D | +1.7% | -0.9% | +2.5% | +1.5% |
| 30D | +12.7% | -11.4% | +24.1% | +15.3% |
| 3M | +8.5% | -10.9% | +19.4% | +10.7% |
| 6M | +25.6% | -0.5% | +26.1% | +23.8% |
| YTD | +30.9% | +19.9% | +11.0% | +22.6% |
| 1Y | +32.0% | +24.2% | +7.8% | +22.2% |
| 3Y | +110.9% | +236.9% | -126.0% | +41.4% |
| 5Y | +138.5% | +96.6% | +41.9% | +72.8% |
| 10Y | +302.3% | +1,091.6% | -789.3% | +60.5% |
| All | +302.3% | +1,163.1% | -860.8% | +60.5% |
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