+17.0%
CCL vs UPRO
+20.9%
-3.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | -0.6% |
| 7D | +3.1% | -0.9% | +3.9% | +3.0% |
| 30D | +17.5% | -11.4% | +29.0% | +26.9% |
| 3M | +6.8% | -10.9% | +17.7% | +14.6% |
| 6M | +18.7% | -0.5% | +19.3% | +15.9% |
| YTD | +3.0% | +19.9% | -16.8% | -15.1% |
| All | +17.0% | +20.9% | -3.9% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling