+2,320.5%
CELH vs UPRO
+14,289.1%
-11,968.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | +5.2% | -0.9% | +6.1% | +5.6% |
| 3M | +10.5% | +1.9% | +8.6% | +9.0% |
| 6M | -32.7% | +33.1% | -65.8% | -40.0% |
| YTD | -33.0% | +31.8% | -64.8% | -40.2% |
| 1Y | -49.5% | +48.3% | -97.8% | -56.8% |
| 3Y | -52.6% | +221.5% | -274.1% | -70.8% |
| 5Y | +5.2% | +136.7% | -131.5% | -29.2% |
| 10Y | +4,178.1% | +1,179.2% | +2,999.0% | +1,623.3% |
| All | +2,320.5% | +14,289.1% | -11,968.5% | +729.9% |
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 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