-29.4%
CCL vs UPRO
+1,064.0%
-1,093.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +5.8% | -2.9% | +8.7% | +7.2% |
| 30D | +17.3% | -12.4% | +29.7% | +26.1% |
| 3M | +11.3% | -11.9% | +23.2% | +19.1% |
| 6M | +18.5% | -1.7% | +20.1% | +18.1% |
| YTD | +2.8% | +18.5% | -15.7% | -8.1% |
| 1Y | +16.7% | +17.5% | -0.7% | +4.6% |
| 3Y | +146.0% | +218.4% | -72.3% | +16.1% |
| 5Y | +33.6% | +99.1% | -65.5% | -21.7% |
| 10Y | -29.4% | +1,071.1% | -1,100.5% | -84.8% |
| All | -29.4% | +1,064.0% | -1,093.4% | -84.8% |
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