-33.0%
CLX vs UPRO
+240.0%
-273.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -11.0% | -0.9% | -10.2% | -11.0% |
| 3M | +5.0% | +1.9% | +3.1% | +4.7% |
| 6M | -18.8% | +33.1% | -51.9% | -21.3% |
| YTD | -4.4% | +31.8% | -36.2% | -7.3% |
| 1Y | -21.9% | +48.3% | -70.1% | -25.2% |
| All | -33.0% | +240.0% | -273.0% | -48.2% |
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