+24.5%
CCL vs UPRO
+14,289.1%
-14,264.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -20.3% | -0.9% | -19.5% | -20.0% |
| 3M | -15.1% | +1.9% | -17.1% | -16.4% |
| 6M | -15.1% | +33.1% | -48.2% | -27.0% |
| YTD | -21.8% | +31.8% | -53.6% | -32.4% |
| 1Y | -24.8% | +48.3% | -73.1% | -39.4% |
| 3Y | +51.9% | +221.5% | -169.6% | -21.1% |
| 5Y | +4.0% | +136.7% | -132.7% | -39.2% |
| 10Y | -42.2% | +1,179.2% | -1,221.4% | -86.0% |
| All | +24.5% | +14,289.1% | -14,264.5% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling