+149.5%
CNH vs UPRO
+1,152.9%
-1,003.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -4.9% |
| 7D | +8.8% | +1.5% | +7.3% | +8.2% |
| 30D | +24.7% | -3.7% | +28.4% | +26.3% |
| 3M | +27.3% | +8.0% | +19.4% | +23.1% |
| 6M | +23.2% | +38.7% | -15.5% | +7.3% |
| YTD | +48.9% | +29.5% | +19.4% | +32.8% |
| 1Y | +19.4% | +46.1% | -26.7% | +0.9% |
| 3Y | +7.8% | +229.1% | -221.3% | -38.1% |
| 5Y | +8.7% | +136.0% | -127.3% | -34.8% |
| 10Y | +149.5% | +1,155.3% | -1,005.7% | -41.5% |
| All | +149.5% | +1,152.9% | -1,003.4% | -41.5% |
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