+169.3%
CHRW vs UPRO
+1,152.9%
-983.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | +1.9% | +1.5% | +0.5% | +1.6% |
| 30D | +0.9% | -3.7% | +4.7% | +1.7% |
| 3M | -19.9% | +8.0% | -27.9% | -21.6% |
| 6M | -15.8% | +38.7% | -54.4% | -22.3% |
| YTD | -5.6% | +29.5% | -35.1% | -11.5% |
| 1Y | +21.0% | +46.1% | -25.0% | +10.1% |
| 3Y | +86.0% | +229.1% | -143.1% | +36.4% |
| 5Y | +88.6% | +136.0% | -47.4% | +40.0% |
| 10Y | +169.3% | +1,155.3% | -986.0% | +19.9% |
| All | +169.3% | +1,152.9% | -983.6% | +19.9% |
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