-11.1%
CHRW vs UPRO
+29.4%
-40.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.6% | -0.9% |
| 7D | +4.9% | -2.6% | +7.5% | +5.5% |
| 30D | -4.8% | -4.3% | -0.5% | -4.0% |
| 3M | -13.1% | -4.3% | -8.8% | -12.5% |
| 6M | -16.3% | +14.7% | -31.1% | -21.6% |
| YTD | -15.8% | +28.0% | -43.8% | -24.3% |
| 1Y | -11.1% | +29.8% | -41.0% | -20.6% |
| All | -11.1% | +29.4% | -40.5% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling