+50.2%
CG vs UPRO
+210.8%
-160.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -1.2% | -8.7% | +7.5% | +3.7% |
| 30D | +5.0% | -16.9% | +21.9% | +15.9% |
| 3M | -18.2% | -15.3% | -2.9% | -10.9% |
| 6M | -20.7% | -5.7% | -15.0% | -19.5% |
| YTD | -31.4% | +12.1% | -43.5% | -37.5% |
| 1Y | -22.3% | +16.4% | -38.7% | -30.9% |
| 3Y | +50.2% | +210.5% | -160.4% | -25.2% |
| All | +50.2% | +210.8% | -160.7% | -25.2% |
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 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