+361.5%
CPRT vs UPRO
+1,087.5%
-726.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | +7.4% | -7.8% | -2.7% |
| 30D | +21.2% | -7.9% | +29.1% | +23.4% |
| 3M | +8.3% | -12.0% | +20.3% | +11.6% |
| 6M | -3.4% | -2.0% | -1.4% | -4.9% |
| YTD | -18.7% | +20.4% | -39.1% | -25.9% |
| 1Y | -23.5% | +24.5% | -48.0% | -31.3% |
| 3Y | -34.2% | +224.4% | -258.5% | -60.1% |
| 5Y | -18.2% | +97.6% | -115.8% | -45.2% |
| All | +361.5% | +1,087.5% | -726.0% | +35.0% |
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