+1.6%
UPRO vs CLBK
+29.2%
-27.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | -3.8% | +2.2% | -5.9% | -4.2% |
| 30D | -8.9% | +5.0% | -13.8% | -9.3% |
| 3M | -7.4% | +3.3% | -10.7% | -7.4% |
| 6M | +1.6% | +29.6% | -28.0% | -6.7% |
| All | +1.6% | +29.2% | -27.6% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling