+481.0%
CF vs UPRO
+1,064.0%
-583.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +4.8% | -2.9% | +7.6% | +4.8% |
| 30D | +9.7% | -12.4% | +22.1% | +12.6% |
| 3M | +1.2% | -11.9% | +13.1% | +3.4% |
| 6M | +7.4% | -1.7% | +9.0% | +5.2% |
| YTD | +60.5% | +18.5% | +42.0% | +45.9% |
| 1Y | +50.7% | +17.5% | +33.2% | +36.9% |
| 3Y | +64.8% | +218.4% | -153.6% | +0.5% |
| 5Y | +115.8% | +99.1% | +16.7% | +39.8% |
| 10Y | +481.0% | +1,071.1% | -590.1% | +42.3% |
| All | +481.0% | +1,064.0% | -583.0% | +42.3% |
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 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