+37.8%
CTSH vs UPRO
+1,163.1%
-1,125.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.0% | -8.7% | -4.0% |
| 7D | -2.3% | -0.9% | -1.4% | -2.6% |
| 30D | +7.4% | -11.4% | +18.9% | +10.8% |
| 3M | +10.9% | -10.9% | +21.8% | +13.9% |
| 6M | +24.7% | -0.5% | +25.2% | +21.8% |
| YTD | -22.0% | +19.9% | -41.9% | -29.2% |
| 1Y | -11.2% | +24.2% | -35.4% | -20.6% |
| 3Y | +3.9% | +236.9% | -233.1% | -38.6% |
| 5Y | -13.9% | +96.6% | -110.5% | -43.0% |
| 10Y | +37.8% | +1,091.6% | -1,053.8% | -61.6% |
| All | +37.8% | +1,163.1% | -1,125.3% | -61.6% |
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