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  • CG vs UPRO✓SelectedUSD · UPROCG vs UPRO performance historyLatest closeAs of-4.00%09/09
Stock and ETF performance explorer

CG vs UPRO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+331.2%
UPRO return
+1,162.5%
Excess return
-831.3%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioUPROExcessAlpha
1D-4.0%-1.4%-2.6%-3.3%
7D-6.4%-1.3%-5.1%-5.8%
30D-7.1%-5.0%-2.0%-4.7%
3M-1.6%+7.5%-9.1%-5.2%
6M-8.3%+33.2%-41.6%-20.8%
YTD-23.8%+27.7%-51.5%-32.8%
1Y-28.7%+43.0%-71.8%-40.7%
3Y+49.2%+224.4%-175.3%-16.5%
5Y+5.5%+135.9%-130.3%-35.9%
10Y+331.2%+1,232.5%-901.3%+11.6%
All+331.2%+1,162.5%-831.3%+11.6%

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