+815.9%
CRS vs UPRO
+95.9%
+720.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.1% |
| 7D | +4.8% | +7.4% | -2.6% | +1.4% |
| 30D | -23.2% | -7.9% | -15.3% | -20.2% |
| 3M | -45.5% | -12.0% | -33.5% | -42.3% |
| 6M | -33.1% | -2.0% | -31.2% | -33.0% |
| YTD | -7.2% | +20.4% | -27.6% | -16.2% |
| 1Y | -10.0% | +24.5% | -34.5% | -20.1% |
| 3Y | +332.3% | +224.4% | +107.9% | +138.4% |
| All | +815.9% | +95.9% | +720.0% | +451.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling