-60.8%
CLSK vs UPRO
+1,158.3%
-1,219.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.5% |
| 7D | +7.7% | -2.5% | +10.3% | +9.2% |
| 30D | +12.2% | -4.2% | +16.5% | +14.9% |
| 3M | -15.5% | +8.1% | -23.5% | -18.8% |
| 6M | +39.3% | +35.2% | +4.1% | +20.3% |
| YTD | +35.1% | +28.4% | +6.6% | +20.7% |
| 1Y | +34.0% | +39.3% | -5.2% | +16.2% |
| 3Y | +226.3% | +219.9% | +6.4% | +100.7% |
| 5Y | +6.4% | +142.8% | -136.4% | -27.3% |
| All | -60.8% | +1,158.3% | -1,219.2% | -83.2% |
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 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