-12.6%
CELH vs UPRO
+128.3%
-141.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.8% | -2.7% |
| 7D | -15.8% | -6.0% | -9.8% | -12.9% |
| 30D | -5.2% | -5.8% | +0.6% | -2.3% |
| 3M | -6.1% | +10.8% | -16.9% | -11.6% |
| 6M | -40.9% | +31.6% | -72.4% | -50.0% |
| YTD | -41.8% | +25.4% | -67.2% | -49.9% |
| 1Y | -52.6% | +39.2% | -91.9% | -61.5% |
| 3Y | -60.4% | +218.5% | -278.9% | -82.7% |
| 5Y | -12.6% | +137.1% | -149.7% | -52.9% |
| All | -12.6% | +128.3% | -141.0% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling