+124.0%
CNH vs UPRO
+1,163.1%
-1,039.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.0% | +3.9% | +8.2% |
| 7D | +8.6% | -0.9% | +9.4% | +8.7% |
| 30D | +12.6% | -11.4% | +24.0% | +17.4% |
| 3M | +17.5% | -10.9% | +28.4% | +21.8% |
| 6M | +18.1% | -0.5% | +18.6% | +16.7% |
| YTD | +40.4% | +19.9% | +20.5% | +28.1% |
| 1Y | +34.0% | +24.2% | +9.8% | +20.3% |
| 3Y | +35.3% | +236.9% | -201.7% | -23.2% |
| 5Y | -5.1% | +96.6% | -101.7% | -38.9% |
| 10Y | +124.0% | +1,091.6% | -967.6% | -44.6% |
| All | +124.0% | +1,163.1% | -1,039.1% | -44.6% |
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