+134.8%
CVE vs UPRO
+94.1%
+40.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -1.3% |
| 7D | -10.1% | -0.9% | -9.2% | -10.2% |
| 30D | -12.1% | -11.4% | -0.7% | -9.8% |
| 3M | -1.9% | -10.9% | +9.0% | +0.3% |
| 6M | -1.8% | -0.5% | -1.3% | -3.6% |
| YTD | +65.8% | +19.9% | +45.9% | +52.6% |
| 1Y | +60.8% | +24.2% | +36.6% | +45.9% |
| 3Y | +70.1% | +236.9% | -166.8% | +9.5% |
| 5Y | +134.8% | +96.6% | +38.2% | +66.1% |
| All | +134.8% | +94.1% | +40.7% | +66.1% |
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