+34.8%
CNH vs UPRO
+2,194.0%
-2,159.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.4% |
| 7D | -1.7% | -8.7% | +7.0% | +1.5% |
| 30D | -7.2% | -16.9% | +9.7% | -1.0% |
| 3M | +6.5% | -15.3% | +21.8% | +12.5% |
| 6M | +7.9% | -5.7% | +13.6% | +8.7% |
| YTD | +26.6% | +12.1% | +14.5% | +18.4% |
| 1Y | +13.8% | +16.4% | -2.7% | +4.5% |
| 3Y | +9.2% | +210.5% | -201.3% | -36.1% |
| 5Y | -15.6% | +82.4% | -98.0% | -44.1% |
| 10Y | +119.2% | +1,144.5% | -1,025.3% | -44.2% |
| All | +34.8% | +2,194.0% | -2,159.2% | -72.7% |
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