+92.2%
CNC vs UPRO
+1,226.0%
-1,133.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.6% |
| 7D | -3.9% | -6.0% | +2.2% | -2.3% |
| 30D | +0.8% | -5.8% | +6.6% | +2.3% |
| 3M | +0.1% | +10.8% | -10.7% | -3.0% |
| 6M | +79.7% | +31.6% | +48.1% | +65.2% |
| YTD | +58.9% | +25.4% | +33.5% | +47.5% |
| 1Y | +109.1% | +39.2% | +69.9% | +88.0% |
| 3Y | 0.0% | +218.5% | -218.5% | -34.2% |
| 5Y | +9.5% | +137.1% | -127.6% | -27.9% |
| All | +92.2% | +1,226.0% | -1,133.8% | -45.8% |
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 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