-60.3%
CSGP vs UPRO
+210.8%
-271.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.9% |
| 7D | +1.3% | -8.7% | +9.9% | +3.1% |
| 30D | +10.7% | -16.9% | +27.6% | +14.8% |
| 3M | +3.3% | -15.3% | +18.5% | +6.5% |
| 6M | -10.3% | -5.7% | -4.6% | -10.9% |
| YTD | -54.6% | +12.1% | -66.6% | -57.2% |
| 1Y | -54.6% | +16.4% | -71.1% | -57.9% |
| 3Y | -60.3% | +210.5% | -270.9% | -76.4% |
| All | -60.3% | +210.8% | -271.2% | -76.4% |
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