-10.9%
CTSH vs UPRO
+137.3%
-148.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.4% | -0.9% | +13.2% | +12.6% |
| 3M | +17.4% | +1.9% | +15.4% | +15.6% |
| 6M | -3.1% | +33.1% | -36.2% | -12.9% |
| YTD | -23.6% | +31.8% | -55.4% | -31.2% |
| 1Y | -10.8% | +48.3% | -59.1% | -23.1% |
| 3Y | -8.3% | +221.5% | -229.8% | -42.2% |
| All | -10.9% | +137.3% | -148.2% | -42.1% |
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