+111.3%
CCEP vs UPRO
+226.4%
-115.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +2.1% | +7.4% | -5.3% | +1.5% |
| 30D | +10.6% | -7.9% | +18.5% | +11.1% |
| 3M | +10.3% | -12.0% | +22.3% | +11.2% |
| 6M | +31.1% | -2.0% | +33.0% | +30.5% |
| YTD | +32.1% | +20.4% | +11.7% | +28.5% |
| 1Y | +32.8% | +24.5% | +8.3% | +28.7% |
| 3Y | +111.3% | +224.4% | -113.0% | +79.0% |
| All | +111.3% | +226.4% | -115.0% | +79.0% |
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