+60.3%
CG vs UPRO
+240.0%
-179.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -5.1% | -0.9% | -4.2% | -4.6% |
| 3M | +8.7% | +1.9% | +6.7% | +6.7% |
| 6M | -9.2% | +33.1% | -42.3% | -24.3% |
| YTD | -18.9% | +31.8% | -50.6% | -31.9% |
| 1Y | -25.6% | +48.3% | -73.9% | -42.2% |
| All | +60.3% | +240.0% | -179.8% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling