-40.4%
CCL vs UPRO
+1,180.6%
-1,221.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.3% |
| 7D | -0.1% | +1.5% | -1.6% | -1.1% |
| 30D | -20.0% | -3.7% | -16.3% | -18.2% |
| 3M | -13.7% | +8.0% | -21.6% | -17.8% |
| 6M | -9.0% | +38.7% | -47.7% | -25.2% |
| YTD | -22.8% | +29.5% | -52.4% | -34.0% |
| 1Y | -25.3% | +46.1% | -71.4% | -41.0% |
| 3Y | +54.1% | +229.1% | -175.0% | -28.1% |
| 5Y | +3.5% | +136.0% | -132.5% | -44.7% |
| All | -40.4% | +1,180.6% | -1,221.0% | -86.6% |
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