+319.1%
CFG vs UPRO
+1,170.7%
-851.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | -3.8% | -0.9% | -2.9% | -3.5% |
| 3M | +11.5% | +1.9% | +9.6% | +9.4% |
| 6M | +19.2% | +33.1% | -13.9% | +2.9% |
| YTD | +23.7% | +31.8% | -8.1% | +7.1% |
| 1Y | +38.8% | +48.3% | -9.4% | +13.3% |
| 3Y | +178.9% | +221.5% | -42.6% | +50.8% |
| 5Y | +101.8% | +136.7% | -35.0% | +13.3% |
| All | +319.1% | +1,170.7% | -851.6% | -15.1% |
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 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