+106.7%
UPRO vs CLBK
+27.8%
+78.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | -3.8% | +2.2% | -5.9% | -4.7% |
| 30D | -8.9% | +5.0% | -13.8% | -11.2% |
| 3M | -7.4% | +3.3% | -10.7% | -9.3% |
| 6M | +1.6% | +29.6% | -28.0% | -12.9% |
| YTD | +23.2% | +62.1% | -39.0% | -7.2% |
| 1Y | +21.2% | +64.3% | -43.1% | -9.6% |
| 3Y | +230.8% | +55.6% | +175.2% | +148.3% |
| 5Y | +106.7% | +29.3% | +77.4% | +60.0% |
| All | +106.7% | +27.8% | +78.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling