+205.5%
CLSK vs UPRO
+212.7%
-7.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -1.8% |
| 7D | +1.7% | -6.0% | +7.8% | +8.1% |
| 30D | +11.1% | -5.8% | +16.9% | +17.8% |
| 3M | -14.1% | +10.8% | -24.9% | -22.8% |
| 6M | +32.9% | +31.6% | +1.3% | +1.3% |
| YTD | +26.5% | +25.4% | +1.1% | +2.1% |
| 1Y | +27.6% | +39.2% | -11.6% | -5.6% |
| All | +205.5% | +212.7% | -7.3% | +2.8% |
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 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