-12.7%
CLX vs UPRO
+210.8%
-223.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | +13.6% | -8.7% | +22.3% | +14.3% |
| 30D | +23.4% | -16.9% | +40.3% | +25.1% |
| 3M | -2.8% | -15.3% | +12.4% | -1.7% |
| 6M | +14.0% | -5.7% | +19.7% | +14.2% |
| YTD | +4.2% | +12.1% | -7.9% | +2.6% |
| 1Y | -1.2% | +16.4% | -17.6% | -3.0% |
| 3Y | -12.7% | +210.5% | -223.2% | -27.3% |
| All | -12.7% | +210.8% | -223.5% | -27.3% |
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