+82.2%
CHRW vs UPRO
+226.4%
-144.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +7.3% | +7.4% | -0.1% | +5.7% |
| 30D | -3.6% | -7.9% | +4.3% | -2.2% |
| 3M | -9.6% | -12.0% | +2.4% | -7.6% |
| 6M | -17.0% | -2.0% | -15.0% | -17.5% |
| YTD | -15.4% | +20.4% | -35.8% | -19.9% |
| 1Y | -10.0% | +24.5% | -34.5% | -15.4% |
| 3Y | +82.2% | +224.4% | -142.2% | +33.0% |
| All | +82.2% | +226.4% | -144.2% | +33.0% |
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 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