+568.0%
CF vs UPRO
+1,093.1%
-525.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -3.2% | -8.7% | +5.5% | -1.4% |
| 30D | +4.3% | -16.9% | +21.2% | +8.7% |
| 3M | +2.8% | -15.3% | +18.1% | +6.2% |
| 6M | +0.6% | -5.7% | +6.3% | -0.3% |
| YTD | +56.6% | +12.1% | +44.6% | +44.6% |
| 1Y | +49.6% | +16.4% | +33.2% | +36.0% |
| 3Y | +61.5% | +210.5% | -149.0% | -1.2% |
| 5Y | +124.0% | +82.4% | +41.6% | +49.1% |
| All | +568.0% | +1,093.1% | -525.1% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling