+254.9%
CHRW vs UPRO
+12,137.2%
-11,882.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.5% |
| 7D | +0.6% | -8.7% | +9.3% | +2.6% |
| 30D | -7.3% | -16.9% | +9.6% | -3.4% |
| 3M | -14.2% | -15.3% | +1.1% | -11.2% |
| 6M | -25.1% | -5.7% | -19.4% | -25.0% |
| YTD | -21.2% | +12.1% | -33.2% | -24.4% |
| 1Y | -14.2% | +16.4% | -30.6% | -18.6% |
| 3Y | +63.5% | +210.5% | -147.0% | +16.7% |
| 5Y | +49.6% | +82.4% | -32.8% | +13.8% |
| 10Y | +129.4% | +1,144.5% | -1,015.1% | -11.1% |
| All | +254.9% | +12,137.2% | -11,882.3% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling