+465.8%
CTSH vs UPRO
+12,137.2%
-11,671.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | -0.6% | -8.7% | +8.1% | +2.2% |
| 30D | +13.4% | -16.9% | +30.3% | +20.1% |
| 3M | +14.4% | -15.3% | +29.7% | +20.1% |
| 6M | +27.7% | -5.7% | +33.4% | +27.0% |
| YTD | -20.6% | +12.1% | -32.7% | -26.7% |
| 1Y | -9.1% | +16.4% | -25.6% | -17.6% |
| 3Y | +3.1% | +210.5% | -207.5% | -39.6% |
| 5Y | -11.8% | +82.4% | -94.2% | -42.1% |
| 10Y | +42.7% | +1,144.5% | -1,101.8% | -65.6% |
| All | +465.8% | +12,137.2% | -11,671.4% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling