+256.9%
CP vs UPRO
+1,130.0%
-873.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.2% |
| 7D | -0.7% | -3.8% | +3.1% | 0.0% |
| 30D | +9.6% | -8.9% | +18.5% | +12.0% |
| 3M | +2.2% | -7.4% | +9.7% | +3.8% |
| 6M | +11.1% | +1.6% | +9.5% | +8.8% |
| YTD | +28.2% | +23.2% | +5.0% | +17.5% |
| 1Y | +32.2% | +21.2% | +10.9% | +21.5% |
| 3Y | +35.5% | +230.8% | -195.3% | -13.8% |
| 5Y | +26.8% | +106.7% | -79.9% | -13.7% |
| 10Y | +256.9% | +1,125.0% | -868.1% | +7.4% |
| All | +256.9% | +1,130.0% | -873.1% | +7.4% |
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