+19.1%
CNH vs UPRO
+19.8%
-0.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +3.0% | +7.4% | -4.4% | +0.5% |
| 30D | -0.6% | -7.9% | +7.3% | +1.6% |
| 3M | +14.6% | -12.0% | +26.6% | +18.9% |
| 6M | +11.8% | -2.0% | +13.7% | +10.3% |
| YTD | +30.4% | +20.4% | +10.0% | +14.3% |
| 1Y | +19.1% | +24.5% | -5.4% | +2.7% |
| All | +19.1% | +19.8% | -0.8% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling