+305.9%
CG vs UPRO
+1,064.0%
-758.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +2.0% | -2.9% | +4.8% | +3.2% |
| 30D | +8.5% | -12.4% | +21.0% | +15.0% |
| 3M | -12.1% | -11.9% | -0.3% | -7.2% |
| 6M | -16.4% | -1.7% | -14.8% | -16.8% |
| YTD | -28.0% | +18.5% | -46.5% | -34.6% |
| 1Y | -18.9% | +17.5% | -36.4% | -26.2% |
| 3Y | +51.2% | +218.4% | -167.1% | -14.7% |
| 5Y | -15.9% | +99.1% | -115.0% | -45.4% |
| 10Y | +305.9% | +1,071.1% | -765.2% | +9.4% |
| All | +305.9% | +1,064.0% | -758.1% | +9.4% |
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