+133.6%
CCL vs UPRO
+226.4%
-92.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.4% |
| 7D | -1.2% | +7.4% | -8.6% | -5.5% |
| 30D | +13.1% | -7.9% | +21.0% | +18.1% |
| 3M | +3.4% | -12.0% | +15.4% | +10.8% |
| 6M | +18.7% | -2.0% | +20.7% | +18.4% |
| YTD | -2.3% | +20.4% | -22.6% | -14.2% |
| 1Y | +14.2% | +24.5% | -10.3% | -2.0% |
| 3Y | +133.6% | +224.4% | -90.8% | +10.0% |
| All | +133.6% | +226.4% | -92.8% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling