+12,689.3%
UPRO vs CGNX
+1,972.4%
+10,716.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -6.0% | +1.5% | -7.5% | -7.1% |
| 30D | -5.8% | -1.8% | -4.0% | -5.4% |
| 3M | +10.8% | +5.3% | +5.6% | +4.1% |
| 6M | +31.6% | +22.3% | +9.3% | +9.4% |
| YTD | +25.4% | +72.2% | -46.8% | -29.4% |
| 1Y | +39.2% | +39.8% | -0.6% | -9.2% |
| 3Y | +218.5% | +44.8% | +173.7% | +83.6% |
| 5Y | +137.1% | -27.0% | +164.1% | +146.4% |
| 10Y | +1,208.2% | +177.7% | +1,030.5% | +381.8% |
| All | +12,689.3% | +1,972.4% | +10,716.9% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling