-58.4%
CSGP vs UPRO
+208.2%
-266.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.2% | +11.5% | +1.3% |
| 7D | +13.9% | -14.4% | +28.3% | +17.5% |
| 30D | +16.0% | -18.2% | +34.2% | +20.7% |
| 3M | +6.1% | -16.4% | +22.5% | +9.8% |
| 6M | -8.2% | -2.6% | -5.5% | -9.7% |
| YTD | -52.3% | +11.1% | -63.5% | -55.1% |
| 1Y | -54.5% | +11.8% | -66.3% | -57.3% |
| All | -58.4% | +208.2% | -266.6% | -75.2% |
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