+639.5%
CEG vs UPRO
+131.4%
+508.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.4% |
| 7D | +8.0% | +0.1% | +8.0% | +7.9% |
| 30D | +12.9% | -0.9% | +13.8% | +13.2% |
| 3M | +13.2% | +1.9% | +11.2% | +11.5% |
| 6M | -7.0% | +33.1% | -40.1% | -18.3% |
| YTD | -15.0% | +31.8% | -46.8% | -25.1% |
| 1Y | -2.7% | +48.3% | -51.0% | -18.2% |
| 3Y | +184.1% | +221.5% | -37.4% | +79.8% |
| All | +639.5% | +131.4% | +508.0% | +365.3% |
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