+68.0%
CNH vs UPRO
+2,597.4%
-2,529.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.5% |
| 7D | +23.3% | +0.1% | +23.2% | +23.2% |
| 30D | +33.5% | -0.9% | +34.3% | +33.7% |
| 3M | +32.7% | +1.9% | +30.8% | +31.0% |
| 6M | +22.2% | +33.1% | -10.9% | +8.2% |
| YTD | +57.7% | +31.8% | +25.9% | +39.7% |
| 1Y | +28.0% | +48.3% | -20.3% | +7.5% |
| 3Y | +11.5% | +221.5% | -209.9% | -35.2% |
| 5Y | +11.9% | +136.7% | -124.9% | -32.8% |
| 10Y | +162.8% | +1,179.2% | -1,016.4% | -33.3% |
| All | +68.0% | +2,597.4% | -2,529.5% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling