+136.0%
UPRO vs CLBK
+43.5%
+92.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +1.5% | +1.1% | +0.3% | +0.9% |
| 30D | -3.7% | +7.8% | -11.5% | -7.8% |
| 3M | +8.0% | +23.9% | -15.9% | -4.8% |
| 6M | +38.7% | +42.3% | -3.7% | +13.1% |
| YTD | +29.5% | +65.4% | -35.8% | -3.5% |
| 1Y | +46.1% | +70.3% | -24.2% | +6.3% |
| 3Y | +229.1% | +54.5% | +174.6% | +148.0% |
| 5Y | +136.0% | +43.1% | +92.9% | +70.7% |
| All | +136.0% | +43.5% | +92.5% | +70.7% |
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