-2.5%
CLX vs UPRO
+1,152.9%
-1,155.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -3.5% | +1.5% | -5.0% | -3.7% |
| 30D | -11.9% | -3.7% | -8.2% | -11.5% |
| 3M | -2.6% | +8.0% | -10.6% | -3.5% |
| 6M | -18.2% | +38.7% | -56.8% | -21.2% |
| YTD | -5.9% | +29.5% | -35.5% | -8.8% |
| 1Y | -23.8% | +46.1% | -69.9% | -27.3% |
| 3Y | -33.6% | +229.1% | -262.7% | -43.2% |
| 5Y | -35.7% | +136.0% | -171.7% | -45.1% |
| 10Y | -2.5% | +1,155.3% | -1,157.8% | -43.5% |
| All | -2.5% | +1,152.9% | -1,155.4% | -43.5% |
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