-70.2%
CPNG vs UPRO
+245.0%
-315.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | -5.4% | -6.0% | +0.6% | -2.7% |
| 30D | -11.1% | -5.8% | -5.3% | -8.7% |
| 3M | -3.0% | +10.8% | -13.8% | -8.0% |
| 6M | -23.5% | +31.6% | -55.1% | -33.4% |
| YTD | -37.8% | +25.4% | -63.2% | -44.6% |
| 1Y | -54.3% | +39.2% | -93.6% | -61.5% |
| 3Y | -20.8% | +218.5% | -239.3% | -59.8% |
| 5Y | -51.1% | +137.1% | -188.1% | -74.4% |
| All | -70.2% | +245.0% | -315.2% | -84.4% |
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