+1,339.5%
CRS vs UPRO
+1,226.0%
+113.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.3% |
| 7D | -4.1% | -6.0% | +1.9% | -1.0% |
| 30D | -16.6% | -5.8% | -10.8% | -14.0% |
| 3M | -14.3% | +10.8% | -25.1% | -19.0% |
| 6M | +11.6% | +31.6% | -20.0% | -3.9% |
| YTD | +42.6% | +25.4% | +17.2% | +25.1% |
| 1Y | +81.8% | +39.2% | +42.6% | +50.5% |
| 3Y | +632.1% | +218.5% | +413.5% | +272.4% |
| 5Y | +1,401.6% | +137.1% | +1,264.6% | +697.6% |
| All | +1,339.5% | +1,226.0% | +113.4% | +110.4% |
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