+732.7%
CLS vs UPRO
+210.8%
+521.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -22.2% | -8.7% | -13.5% | -16.2% |
| 30D | -44.4% | -16.9% | -27.5% | -34.6% |
| 3M | -34.3% | -15.3% | -19.0% | -23.9% |
| 6M | -50.1% | -5.7% | -44.3% | -46.7% |
| YTD | -30.1% | +12.1% | -42.2% | -35.5% |
| 1Y | -39.3% | +16.4% | -55.8% | -45.0% |
| 3Y | +732.7% | +210.5% | +522.2% | +245.3% |
| All | +732.7% | +210.8% | +521.9% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling