+73.0%
CF vs UPRO
+222.2%
-149.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +14.8% | -0.9% | +15.7% | +14.9% |
| 3M | +14.1% | +1.9% | +12.1% | +14.0% |
| 6M | +28.5% | +33.1% | -4.6% | +26.2% |
| YTD | +74.9% | +31.8% | +43.2% | +71.7% |
| 1Y | +61.7% | +48.3% | +13.4% | +55.6% |
| All | +73.0% | +222.2% | -149.2% | +42.1% |
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