+70.1%
UPRO vs CAI
-14.7%
+84.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.5% |
| 7D | +7.4% | -8.7% | +16.1% | +9.2% |
| 30D | -7.9% | -23.8% | +16.0% | -2.9% |
| 3M | -12.0% | +3.9% | -15.9% | -11.7% |
| 6M | -2.0% | +56.8% | -58.8% | -8.5% |
| YTD | +20.4% | -14.6% | +35.0% | +20.0% |
| 1Y | +24.5% | -5.2% | +29.7% | +22.9% |
| All | +70.1% | -14.7% | +84.8% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling