-64.8%
CSGP vs UPRO
+137.3%
-202.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 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% | -9.7% |
| 6M | -35.1% | +33.1% | -68.2% | -42.4% |
| YTD | -54.0% | +31.8% | -85.8% | -59.1% |
| 1Y | -65.3% | +48.3% | -113.6% | -70.6% |
| 3Y | -62.6% | +221.5% | -284.0% | -77.8% |
| All | -64.8% | +137.3% | -202.0% | -78.1% |
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