+56.1%
CCL vs UPRO
+240.0%
-183.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -20.3% | -0.9% | -19.5% | -19.9% |
| 3M | -15.1% | +1.9% | -17.1% | -16.7% |
| 6M | -15.1% | +33.1% | -48.2% | -29.3% |
| YTD | -21.8% | +31.8% | -53.6% | -34.5% |
| 1Y | -24.8% | +48.3% | -73.1% | -41.8% |
| All | +56.1% | +240.0% | -183.9% | -30.1% |
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