+1,751.5%
CLS vs UPRO
+1,163.1%
+588.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.0% | +0.9% | +4.5% |
| 7D | -10.6% | -0.9% | -9.7% | -10.1% |
| 30D | -38.4% | -11.4% | -27.0% | -34.4% |
| 3M | -29.9% | -10.9% | -19.0% | -25.3% |
| 6M | -40.6% | -0.5% | -40.1% | -39.5% |
| YTD | -24.6% | +19.9% | -44.5% | -29.4% |
| 1Y | -30.8% | +24.2% | -55.0% | -35.7% |
| 3Y | +811.7% | +236.9% | +574.8% | +469.1% |
| 5Y | +1,838.4% | +96.6% | +1,741.9% | +1,276.3% |
| 10Y | +1,751.5% | +1,091.6% | +659.9% | +467.8% |
| All | +1,751.5% | +1,163.1% | +588.4% | +467.8% |
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