+317.4%
CL vs UPRO
+12,035.6%
-11,718.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.2% | +13.1% | +2.1% |
| 7D | +5.9% | -14.4% | +20.3% | +8.4% |
| 30D | +13.8% | -18.2% | +32.0% | +17.1% |
| 3M | +6.4% | -16.4% | +22.8% | +9.0% |
| 6M | +15.6% | -2.6% | +18.3% | +15.0% |
| YTD | +27.9% | +11.1% | +16.7% | +23.8% |
| 1Y | +31.4% | +11.8% | +19.6% | +26.8% |
| 3Y | +41.4% | +209.9% | -168.5% | +8.8% |
| 5Y | +42.8% | +80.9% | -38.1% | +14.6% |
| 10Y | +79.7% | +1,134.2% | -1,054.5% | -14.6% |
| All | +317.4% | +12,035.6% | -11,718.3% | +28.5% |
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