+1,936.2%
CLS vs UPRO
+1,114.9%
+821.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.9% | +4.6% | +6.6% |
| 7D | +2.8% | -3.8% | +6.5% | +5.1% |
| 30D | -30.1% | -8.9% | -21.2% | -26.5% |
| 3M | -21.7% | -7.4% | -14.3% | -18.1% |
| 6M | -36.2% | +1.6% | -37.8% | -35.7% |
| YTD | -17.8% | +23.2% | -41.0% | -24.0% |
| 1Y | -26.8% | +21.2% | -48.0% | -31.3% |
| 3Y | +853.4% | +230.8% | +622.6% | +498.2% |
| 5Y | +2,005.0% | +106.7% | +1,898.4% | +1,363.5% |
| All | +1,936.2% | +1,114.9% | +821.3% | +519.8% |
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