+61.5%
CF vs UPRO
+210.8%
-149.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -3.2% | -8.7% | +5.5% | -3.3% |
| 30D | +4.3% | -16.9% | +21.2% | +4.4% |
| 3M | +2.8% | -15.3% | +18.1% | +2.8% |
| 6M | +0.6% | -5.7% | +6.3% | +0.1% |
| YTD | +56.6% | +12.1% | +44.6% | +54.3% |
| 1Y | +49.6% | +16.4% | +33.2% | +46.4% |
| 3Y | +61.5% | +210.5% | -149.0% | +28.1% |
| All | +61.5% | +210.8% | -149.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling