+219.7%
CFG vs UPRO
+1,064.0%
-844.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +0.7% | -2.9% | +3.6% | +1.5% |
| 30D | +2.8% | -12.4% | +15.2% | +8.2% |
| 3M | -10.1% | -11.9% | +1.8% | -5.8% |
| 6M | +3.2% | -1.7% | +4.8% | +1.8% |
| YTD | +14.2% | +18.5% | -4.3% | +2.7% |
| 1Y | +27.4% | +17.5% | +9.9% | +14.8% |
| 3Y | +187.6% | +218.4% | -30.8% | +54.8% |
| 5Y | +65.7% | +99.1% | -33.4% | +0.2% |
| 10Y | +219.7% | +1,071.1% | -851.4% | -33.2% |
| All | +219.7% | +1,064.0% | -844.3% | -33.2% |
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