+162.3%
CVE vs UPRO
+1,173.4%
-1,011.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +16.7% | -0.9% | +17.6% | +16.9% |
| 3M | +9.3% | +1.9% | +7.3% | +6.9% |
| 6M | +43.6% | +33.1% | +10.5% | +23.5% |
| YTD | +93.6% | +31.8% | +61.8% | +66.6% |
| 1Y | +98.8% | +48.3% | +50.5% | +61.2% |
| 3Y | +73.6% | +221.5% | -147.9% | -6.9% |
| 5Y | +312.5% | +136.7% | +175.7% | +124.8% |
| All | +162.3% | +1,173.4% | -1,011.1% | -40.2% |
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