+639.7%
CEG vs UPRO
+127.5%
+512.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | +6.7% | +1.5% | +5.2% | +6.0% |
| 30D | +11.0% | -3.7% | +14.7% | +12.6% |
| 3M | +19.5% | +8.0% | +11.5% | +15.1% |
| 6M | -5.9% | +38.7% | -44.5% | -18.7% |
| YTD | -15.0% | +29.5% | -44.5% | -24.6% |
| 1Y | +0.6% | +46.1% | -45.5% | -14.8% |
| 3Y | +180.6% | +229.1% | -48.5% | +76.8% |
| All | +639.7% | +127.5% | +512.2% | +368.6% |
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