+838.1%
CLS vs UPRO
+226.4%
+611.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.3% |
| 7D | +16.3% | +7.4% | +8.9% | +9.6% |
| 30D | -25.7% | -7.9% | -17.8% | -20.0% |
| 3M | -30.9% | -12.0% | -18.9% | -22.4% |
| 6M | -35.5% | -2.0% | -33.5% | -33.3% |
| YTD | -18.7% | +20.4% | -39.1% | -29.3% |
| 1Y | -17.9% | +24.5% | -42.4% | -29.9% |
| 3Y | +838.1% | +224.4% | +613.7% | +267.2% |
| All | +838.1% | +226.4% | +611.7% | +267.2% |
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