+61.1%
CNP vs UPRO
+210.8%
-149.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -4.2% | -8.7% | +4.5% | -3.8% |
| 30D | +5.5% | -16.9% | +22.4% | +6.4% |
| 3M | +0.6% | -15.3% | +15.8% | +1.3% |
| 6M | -2.8% | -5.7% | +2.9% | -2.8% |
| YTD | +7.9% | +12.1% | -4.2% | +6.5% |
| 1Y | +6.7% | +16.4% | -9.8% | +4.9% |
| 3Y | +61.1% | +210.5% | -149.4% | +23.5% |
| All | +61.1% | +210.8% | -149.7% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling