+130.1%
CVE vs UPRO
+1,163.1%
-1,033.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -2.2% |
| 7D | -10.1% | -0.9% | -9.2% | -10.4% |
| 30D | -12.1% | -11.4% | -0.7% | -8.6% |
| 3M | -1.9% | -10.9% | +9.0% | +1.3% |
| 6M | -1.8% | -0.5% | -1.3% | -4.6% |
| YTD | +65.8% | +19.9% | +45.9% | +46.2% |
| 1Y | +60.8% | +24.2% | +36.6% | +39.1% |
| 3Y | +70.1% | +236.9% | -166.8% | -11.4% |
| 5Y | +134.8% | +96.6% | +38.2% | +37.8% |
| 10Y | +130.1% | +1,091.6% | -961.5% | -43.1% |
| All | +130.1% | +1,163.1% | -1,033.0% | -43.1% |
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 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