+122.4%
CF vs UPRO
+80.0%
+42.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.2% | +19.3% | +7.5% |
| 7D | +0.4% | -14.4% | +14.8% | +1.8% |
| 30D | +2.2% | -18.2% | +20.4% | +4.1% |
| 3M | +2.1% | -16.4% | +18.5% | +3.6% |
| 6M | -6.5% | -2.6% | -3.9% | -7.5% |
| YTD | +55.6% | +11.1% | +44.4% | +50.0% |
| 1Y | +42.3% | +11.8% | +30.5% | +36.9% |
| 3Y | +55.7% | +209.9% | -154.2% | +18.9% |
| 5Y | +122.4% | +80.9% | +41.5% | +83.1% |
| All | +122.4% | +80.0% | +42.4% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling