+1,186.4%
UPRO vs CGNX
+193.6%
+992.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | -0.7% |
| 7D | -2.5% | +3.2% | -5.7% | -4.8% |
| 30D | -4.2% | +6.0% | -10.2% | -9.2% |
| 3M | +8.1% | +3.5% | +4.5% | +2.7% |
| 6M | +35.2% | +26.3% | +8.9% | +9.6% |
| YTD | +28.4% | +79.2% | -50.8% | -30.5% |
| 1Y | +39.3% | +43.8% | -4.5% | -11.3% |
| 3Y | +219.9% | +52.0% | +167.9% | +73.6% |
| 5Y | +142.8% | -24.0% | +166.9% | +150.2% |
| All | +1,186.4% | +193.6% | +992.8% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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