-24.4%
CPRT vs UPRO
+240.0%
-264.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +16.6% | -0.9% | +17.5% | +16.8% |
| 3M | +9.6% | +1.9% | +7.7% | +8.6% |
| 6M | -11.1% | +33.1% | -44.2% | -18.0% |
| YTD | -13.9% | +31.8% | -45.7% | -20.5% |
| 1Y | -32.5% | +48.3% | -80.8% | -40.0% |
| All | -24.4% | +240.0% | -264.4% | -53.1% |
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