+35.7%
CTSH vs UPRO
+1,102.3%
-1,066.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.7% |
| 7D | -4.2% | +9.7% | -13.9% | -7.2% |
| 30D | +3.9% | -9.8% | +13.7% | +6.5% |
| 3M | +10.2% | -9.1% | +19.3% | +12.4% |
| 6M | +35.3% | +0.9% | +34.4% | +31.5% |
| YTD | -21.8% | +21.9% | -43.7% | -29.5% |
| 1Y | -12.1% | +19.8% | -31.9% | -20.5% |
| 3Y | +2.0% | +227.4% | -225.3% | -39.0% |
| 5Y | -15.3% | +100.1% | -115.4% | -44.3% |
| All | +35.7% | +1,102.3% | -1,066.6% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling