+11.8%
CRM vs UPRO
+220.4%
-208.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.1% |
| 7D | -4.4% | -2.5% | -1.9% | -3.6% |
| 30D | +28.1% | -4.2% | +32.4% | +30.2% |
| 3M | +48.8% | +8.1% | +40.8% | +44.1% |
| 6M | +28.3% | +35.2% | -7.0% | +13.0% |
| YTD | -6.0% | +28.4% | -34.5% | -15.7% |
| 1Y | +1.4% | +39.3% | -37.8% | -12.4% |
| 3Y | +11.8% | +219.9% | -208.0% | -36.4% |
| All | +11.8% | +220.4% | -208.5% | -36.4% |
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 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