+22.5%
CTSH vs UPRO
+1,152.9%
-1,130.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | -5.5% | +1.5% | -6.9% | -5.9% |
| 30D | +4.5% | -3.7% | +8.2% | +5.8% |
| 3M | +13.7% | +8.0% | +5.8% | +9.7% |
| 6M | -8.4% | +38.7% | -47.0% | -19.8% |
| YTD | -26.5% | +29.5% | -56.0% | -34.2% |
| 1Y | -13.9% | +46.1% | -60.0% | -26.5% |
| 3Y | -11.3% | +229.1% | -240.4% | -46.5% |
| 5Y | -14.8% | +136.0% | -150.8% | -46.5% |
| 10Y | +22.5% | +1,155.3% | -1,132.7% | -63.7% |
| All | +22.5% | +1,152.9% | -1,130.4% | -63.7% |
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