+140.6%
CNP vs UPRO
+1,102.3%
-961.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.5% | +9.7% | -7.2% | +0.1% |
| 30D | +4.0% | -9.8% | +13.8% | +6.0% |
| 3M | +1.6% | -9.1% | +10.7% | +3.3% |
| 6M | -1.7% | +0.9% | -2.6% | -3.3% |
| YTD | +8.6% | +21.9% | -13.3% | +1.0% |
| 1Y | +5.8% | +19.8% | -14.0% | -1.5% |
| 3Y | +63.0% | +227.4% | -164.4% | +8.2% |
| 5Y | +74.7% | +100.1% | -25.4% | +23.1% |
| All | +140.6% | +1,102.3% | -961.7% | -15.4% |
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