+115.6%
CRBG vs UPRO
+330.9%
-215.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.7% |
| 30D | +2.6% | -4.2% | +6.9% | +4.6% |
| 3M | +24.0% | +8.1% | +15.9% | +19.2% |
| 6M | +50.5% | +35.2% | +15.3% | +30.1% |
| YTD | +17.1% | +28.4% | -11.3% | +3.6% |
| 1Y | +5.9% | +39.3% | -33.4% | -10.1% |
| 3Y | +122.7% | +219.9% | -97.2% | +28.0% |
| All | +115.6% | +330.9% | -215.3% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling