+187.4%
CEG vs UPRO
+222.2%
-34.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.5% |
| 7D | +8.0% | +0.1% | +8.0% | +7.9% |
| 30D | +12.9% | -0.9% | +13.8% | +13.3% |
| 3M | +13.2% | +1.9% | +11.2% | +10.9% |
| 6M | -7.0% | +33.1% | -40.1% | -21.6% |
| YTD | -15.0% | +31.8% | -46.8% | -28.1% |
| 1Y | -2.7% | +48.3% | -51.0% | -22.9% |
| All | +187.4% | +222.2% | -34.8% | +54.7% |
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