+104.3%
CEG vs UPRO
+210.8%
-106.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -4.7% | -8.7% | +4.0% | -1.0% |
| 30D | -16.6% | -16.9% | +0.3% | -8.8% |
| 3M | -4.1% | -15.3% | +11.1% | +3.6% |
| 6M | -22.3% | -5.7% | -16.6% | -21.6% |
| YTD | -28.9% | +12.1% | -41.0% | -35.3% |
| 1Y | -28.5% | +16.4% | -44.9% | -36.2% |
| 3Y | +104.3% | +210.5% | -106.2% | +11.0% |
| All | +104.3% | +210.8% | -106.5% | +11.0% |
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