-53.0%
CELH vs UPRO
+41.4%
-94.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.3% |
| 7D | -11.2% | -2.5% | -8.7% | -10.4% |
| 30D | -1.4% | -4.2% | +2.8% | +0.1% |
| 3M | -4.2% | +8.1% | -12.2% | -6.8% |
| 6M | -40.5% | +35.2% | -75.7% | -48.9% |
| YTD | -40.5% | +28.4% | -68.9% | -48.4% |
| 1Y | -53.0% | +39.3% | -92.3% | -58.4% |
| All | -53.0% | +41.4% | -94.4% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling