+318.0%
CHRW vs UPRO
+14,289.1%
-13,971.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | -0.9% | -2.6% | -3.3% |
| 3M | -19.4% | +1.9% | -21.3% | -20.2% |
| 6M | -21.4% | +33.1% | -54.5% | -27.3% |
| YTD | -7.1% | +31.8% | -38.9% | -14.0% |
| 1Y | +17.8% | +48.3% | -30.5% | +5.6% |
| 3Y | +78.8% | +221.5% | -142.7% | +26.9% |
| 5Y | +83.5% | +136.7% | -53.2% | +31.4% |
| 10Y | +160.2% | +1,179.2% | -1,018.9% | +1.0% |
| All | +318.0% | +14,289.1% | -13,971.0% | -29.6% |
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 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