-62.8%
CSGP vs UPRO
+222.2%
-285.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | +2.3% | -0.9% | +3.2% | +2.6% |
| 3M | -8.2% | +1.9% | -10.1% | -9.2% |
| 6M | -35.1% | +33.1% | -68.2% | -41.0% |
| YTD | -54.0% | +31.8% | -85.8% | -58.1% |
| 1Y | -65.3% | +48.3% | -113.6% | -69.7% |
| All | -62.8% | +222.2% | -285.0% | -77.5% |
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 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