-41.7%
CCL vs UPRO
+1,162.5%
-1,204.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.3% |
| 7D | -4.4% | -1.3% | -3.1% | -3.7% |
| 30D | -18.2% | -5.0% | -13.2% | -15.7% |
| 3M | -17.7% | +7.5% | -25.2% | -21.4% |
| 6M | -13.0% | +33.2% | -46.2% | -26.7% |
| YTD | -24.5% | +27.7% | -52.2% | -34.8% |
| 1Y | -26.9% | +43.0% | -70.0% | -41.5% |
| 3Y | +50.8% | +224.4% | -173.7% | -29.0% |
| 5Y | -0.9% | +135.9% | -136.8% | -47.0% |
| 10Y | -41.7% | +1,232.5% | -1,274.2% | -86.8% |
| All | -41.7% | +1,162.5% | -1,204.2% | -86.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling