+134.5%
CVE vs UPRO
+1,093.1%
-958.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -16.1% | -8.7% | -7.4% | -13.5% |
| 30D | -10.4% | -16.9% | +6.5% | -4.4% |
| 3M | -2.4% | -15.3% | +12.9% | +2.9% |
| 6M | -4.4% | -5.7% | +1.3% | -5.0% |
| YTD | +64.9% | +12.1% | +52.9% | +49.6% |
| 1Y | +66.0% | +16.4% | +49.6% | +47.4% |
| 3Y | +57.7% | +210.5% | -152.9% | -15.1% |
| 5Y | +144.7% | +82.4% | +62.3% | +48.3% |
| All | +134.5% | +1,093.1% | -958.6% | -44.1% |
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