+67.4%
CVE vs UPRO
+7,579.2%
-7,511.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.9% | -12.5% | -9.7% |
| 7D | -12.1% | -2.6% | -9.5% | -11.4% |
| 30D | -9.8% | -4.3% | -5.5% | -8.6% |
| 3M | -0.7% | -4.3% | +3.6% | +0.1% |
| 6M | -4.3% | +14.7% | -19.1% | -12.2% |
| YTD | +70.6% | +28.0% | +42.6% | +46.6% |
| 1Y | +73.2% | +29.8% | +43.3% | +47.1% |
| 3Y | +60.3% | +256.9% | -196.6% | -18.8% |
| 5Y | +159.3% | +110.6% | +48.7% | +46.5% |
| 10Y | +147.4% | +1,321.3% | -1,173.9% | -48.9% |
| All | +67.4% | +7,579.2% | -7,511.9% | -86.6% |
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