+89.9%
CVE vs UPRO
+7,806.3%
-7,716.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 6M | +43.6% | +33.1% | +10.5% | +22.9% |
| YTD | +93.6% | +31.8% | +61.8% | +65.8% |
| 1Y | +98.8% | +48.3% | +50.5% | +60.3% |
| 3Y | +73.6% | +221.5% | -147.9% | -7.7% |
| 5Y | +312.5% | +136.7% | +175.7% | +122.0% |
| 10Y | +161.0% | +1,179.2% | -1,018.1% | -43.1% |
| All | +89.9% | +7,806.3% | -7,716.3% | -84.9% |
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