+9.8%
CG vs UPRO
+136.1%
-126.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.2% |
| 7D | -1.3% | +1.5% | -2.7% | -2.1% |
| 30D | -3.2% | -3.7% | +0.6% | -1.0% |
| 3M | +6.2% | +8.0% | -1.8% | +1.2% |
| 6M | -4.7% | +38.7% | -43.3% | -22.1% |
| YTD | -20.6% | +29.5% | -50.2% | -32.5% |
| 1Y | -26.4% | +46.1% | -72.5% | -41.9% |
| 3Y | +55.4% | +229.1% | -173.7% | -24.9% |
| 5Y | +9.8% | +136.0% | -126.2% | -40.0% |
| All | +9.8% | +136.1% | -126.3% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling