+615.9%
UPRO vs CLBK
+67.9%
+548.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.9% |
| 30D | -0.9% | +9.1% | -10.0% | -8.4% |
| 3M | +1.9% | +27.7% | -25.8% | -18.6% |
| 6M | +33.1% | +40.8% | -7.7% | -2.4% |
| YTD | +31.8% | +66.4% | -34.6% | -17.5% |
| 1Y | +48.3% | +72.4% | -24.1% | -11.4% |
| 3Y | +221.5% | +50.7% | +170.8% | +104.3% |
| 5Y | +136.7% | +42.9% | +93.8% | +32.0% |
| All | +615.9% | +67.9% | +548.0% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling