-28.5%
CCL vs UPRO
+1,163.1%
-1,191.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | 0.0% |
| 7D | +3.1% | -0.9% | +3.9% | +3.2% |
| 30D | +17.5% | -11.4% | +29.0% | +25.6% |
| 3M | +6.8% | -10.9% | +17.7% | +13.5% |
| 6M | +18.7% | -0.5% | +19.3% | +17.6% |
| YTD | +3.0% | +19.9% | -16.8% | -8.5% |
| 1Y | +17.7% | +24.2% | -6.5% | +2.0% |
| 3Y | +155.6% | +236.9% | -81.3% | +16.6% |
| 5Y | +30.2% | +96.6% | -66.4% | -23.2% |
| 10Y | -28.5% | +1,091.6% | -1,120.1% | -84.7% |
| All | -28.5% | +1,163.1% | -1,191.6% | -84.7% |
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