+221.2%
CP vs UPRO
+1,170.7%
-949.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | +0.2% | -0.9% | +1.1% | +0.4% |
| 3M | +2.6% | +1.9% | +0.6% | +1.2% |
| 6M | +6.0% | +33.1% | -27.1% | -4.1% |
| YTD | +24.9% | +31.8% | -6.9% | +13.0% |
| 1Y | +20.1% | +48.3% | -28.2% | +4.2% |
| 3Y | +16.4% | +221.5% | -205.1% | -25.1% |
| 5Y | +31.7% | +136.7% | -105.0% | -13.8% |
| All | +221.2% | +1,170.7% | -949.5% | -3.5% |
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 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